-19.9%
CCJ vs COO
-8.8%
-11.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.6% |
| 7D | +2.7% | +4.3% | -1.6% | +2.6% |
| 30D | -14.4% | +17.6% | -32.0% | -15.0% |
| 3M | -22.6% | -13.9% | -8.7% | -22.3% |
| 6M | -35.4% | +6.6% | -42.0% | -36.8% |
| YTD | -17.6% | -22.0% | +4.4% | -12.3% |
| All | -19.9% | -8.8% | -11.1% | -15.3% |
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