-19.9%
CCJ vs CP
+33.1%
-53.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | +2.7% | +2.8% | -0.1% | +1.5% |
| 30D | -14.4% | +11.3% | -25.7% | -18.6% |
| 3M | -22.6% | +2.9% | -25.5% | -23.5% |
| 6M | -35.4% | +9.8% | -45.2% | -38.7% |
| YTD | -17.6% | +28.5% | -46.2% | -25.8% |
| All | -19.9% | +33.1% | -53.0% | -29.7% |
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 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