+1,583.6%
CCJ vs COO
+7,148.5%
-5,564.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.7% | -2.2% | +2.9% | +1.2% |
| 30D | +6.9% | -7.0% | +13.9% | +8.4% |
| 3M | -11.6% | +12.2% | -23.9% | -14.3% |
| 6M | -16.2% | -15.1% | -1.1% | -13.7% |
| YTD | +10.1% | -15.1% | +25.2% | +13.3% |
| 1Y | +32.3% | +2.3% | +29.9% | +30.2% |
| 3Y | +171.3% | -23.7% | +195.0% | +179.4% |
| 5Y | +372.4% | -38.9% | +411.3% | +407.1% |
| 10Y | +1,070.0% | +49.9% | +1,020.1% | +935.2% |
| All | +1,583.6% | +7,148.5% | -5,564.8% | +807.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling