-22.3%
CCJ vs CP
+33.3%
-55.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.8% |
| 7D | +5.0% | +0.9% | +4.2% | +4.6% |
| 30D | -16.7% | +10.3% | -27.0% | -20.4% |
| 3M | -27.5% | +2.3% | -29.8% | -28.1% |
| 6M | -38.6% | +10.7% | -49.3% | -41.9% |
| YTD | -21.5% | +29.3% | -50.9% | -29.6% |
| 1Y | -22.3% | +31.5% | -53.8% | -31.0% |
| All | -22.3% | +33.3% | -55.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling