+32.3%
CCJ vs COO
+4.1%
+28.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | 0.0% |
| 7D | +0.7% | -2.2% | +2.9% | +0.6% |
| 30D | +6.9% | -7.0% | +13.9% | +6.3% |
| 3M | -11.6% | +12.2% | -23.9% | -11.4% |
| 6M | -16.2% | -15.1% | -1.1% | -15.4% |
| YTD | +10.1% | -15.1% | +25.2% | +11.5% |
| 1Y | +32.3% | +2.3% | +29.9% | +40.5% |
| All | +32.3% | +4.1% | +28.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling