+813.5%
CCJ vs CP
+251.7%
+561.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +3.7% | -0.7% | +4.4% | +4.1% |
| 30D | -13.7% | +9.6% | -23.3% | -18.3% |
| 3M | -24.7% | +2.2% | -27.0% | -25.9% |
| 6M | -38.1% | +11.1% | -49.2% | -42.2% |
| YTD | -18.8% | +28.2% | -46.9% | -30.3% |
| 1Y | -19.5% | +32.2% | -51.7% | -32.1% |
| 3Y | +75.9% | +35.5% | +40.4% | +44.3% |
| 5Y | +173.1% | +26.8% | +146.3% | +129.2% |
| 10Y | +813.5% | +256.9% | +556.5% | +254.9% |
| All | +813.5% | +251.7% | +561.8% | +254.9% |
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