+301.0%
CCJ vs COMP
-56.6%
+357.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.2% | +3.5% | -3.5% |
| 7D | -18.2% | -1.8% | -16.3% | -18.0% |
| 30D | -26.5% | -0.8% | -25.8% | -26.6% |
| 3M | -27.5% | -28.1% | +0.6% | -24.3% |
| 6M | -40.3% | +27.0% | -67.3% | -42.9% |
| YTD | -25.3% | -12.8% | -12.5% | -25.3% |
| 1Y | -28.1% | +4.9% | -33.0% | -29.9% |
| 3Y | +63.8% | +321.0% | -257.2% | +23.3% |
| 5Y | +156.3% | -25.6% | +181.9% | +140.5% |
| All | +301.0% | -56.6% | +357.6% | +273.9% |
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