+62.7%
CCJ vs CP
+36.4%
+26.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | -13.2% | +9.3% | -22.5% | -17.5% |
| 3M | -27.6% | +0.5% | -28.1% | -27.9% |
| 6M | -38.7% | +10.4% | -49.1% | -42.5% |
| YTD | -22.7% | +28.7% | -51.4% | -33.6% |
| 1Y | -17.6% | +33.2% | -50.8% | -30.6% |
| 3Y | +62.7% | +38.4% | +24.3% | +47.2% |
| All | +62.7% | +36.4% | +26.3% | +47.2% |
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