+1,080.5%
CCJ vs CP
+219.6%
+860.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +5.9% | +2.4% | +3.5% | +4.5% |
| 30D | +4.7% | -0.5% | +5.2% | +5.0% |
| 3M | -3.3% | +1.4% | -4.7% | -4.5% |
| 6M | -7.0% | +10.3% | -17.3% | -12.6% |
| YTD | +11.5% | +24.3% | -12.8% | -2.4% |
| 1Y | +32.3% | +20.4% | +11.8% | +17.9% |
| 3Y | +176.8% | +21.8% | +155.1% | +141.8% |
| 5Y | +351.8% | +31.5% | +320.3% | +271.6% |
| 10Y | +1,080.5% | +223.2% | +857.3% | +391.3% |
| All | +1,080.5% | +219.6% | +860.9% | +391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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