+491.2%
CCJ vs COMP
-47.7%
+538.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.7% | +1.4% | -0.6% | +0.5% |
| 30D | +6.9% | -13.3% | +20.2% | +9.0% |
| 3M | -11.6% | +41.1% | -52.8% | -16.2% |
| 6M | -16.2% | +17.2% | -33.4% | -19.1% |
| YTD | +10.1% | +5.2% | +4.9% | +7.5% |
| 1Y | +32.3% | +18.9% | +13.3% | +26.4% |
| 3Y | +171.3% | +215.9% | -44.6% | +114.5% |
| 5Y | +372.4% | -31.2% | +403.6% | +339.3% |
| All | +491.2% | -47.7% | +538.9% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling