+75.7%
CCJ vs CP
+26.5%
+49.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.2% |
| 7D | -7.3% | +2.8% | -10.1% | -8.7% |
| 30D | -20.0% | +10.2% | -30.2% | -24.3% |
| 3M | -23.8% | +2.4% | -26.2% | -25.0% |
| 6M | -42.4% | +7.7% | -50.1% | -45.1% |
| YTD | -22.1% | +26.0% | -48.1% | -32.0% |
| 1Y | -20.8% | +34.6% | -55.5% | -33.5% |
| 3Y | +75.7% | +26.7% | +49.1% | +63.0% |
| All | +75.7% | +26.5% | +49.2% | +63.0% |
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 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