+1,099.7%
CCJ vs COO
+36.7%
+1,063.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.2% |
| 7D | +4.2% | -9.0% | +13.1% | +6.9% |
| 30D | +3.2% | -16.8% | +20.0% | +8.6% |
| 3M | -1.8% | -7.5% | +5.7% | -0.1% |
| 6M | -13.5% | -16.3% | +2.7% | -9.6% |
| YTD | +9.7% | -22.5% | +32.3% | +17.4% |
| 1Y | +30.0% | -7.0% | +37.0% | +30.5% |
| 3Y | +172.6% | -27.5% | +200.1% | +186.9% |
| 5Y | +342.9% | -43.3% | +386.3% | +393.4% |
| 10Y | +1,099.7% | +37.6% | +1,062.2% | +1,052.0% |
| All | +1,099.7% | +36.7% | +1,063.0% | +1,052.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling