+173.1%
CCJ vs CP
+19.6%
+153.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.7% | -2.7% | +3.4% | +2.2% |
| 30D | +6.9% | +0.2% | +6.7% | +6.8% |
| 3M | -11.6% | +2.6% | -14.2% | -13.2% |
| 6M | -16.2% | +6.0% | -22.2% | -19.3% |
| YTD | +10.1% | +24.9% | -14.8% | -3.5% |
| 1Y | +32.3% | +20.1% | +12.2% | +18.5% |
| All | +173.1% | +19.6% | +153.5% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling