+772.6%
CCJ vs CP
+255.2%
+517.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.2% |
| 7D | +0.4% | +2.8% | -2.4% | -1.2% |
| 30D | -17.2% | +11.0% | -28.3% | -22.3% |
| 3M | -25.1% | +3.8% | -29.0% | -26.9% |
| 6M | -37.6% | +9.5% | -47.1% | -41.2% |
| YTD | -20.4% | +28.2% | -48.6% | -31.7% |
| 1Y | -22.5% | +33.0% | -55.5% | -34.9% |
| 3Y | +72.5% | +35.5% | +36.9% | +41.4% |
| 5Y | +179.9% | +25.8% | +154.1% | +135.7% |
| 10Y | +772.6% | +250.7% | +521.9% | +242.7% |
| All | +772.6% | +255.2% | +517.4% | +242.7% |
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