+1,583.6%
CCJ vs CP
+7,055.8%
-5,472.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| YTD | +10.1% | +24.9% | -14.8% | -2.7% |
| 1Y | +32.3% | +20.1% | +12.2% | +19.3% |
| 3Y | +171.3% | +16.4% | +154.9% | +146.0% |
| 5Y | +372.4% | +31.7% | +340.7% | +297.2% |
| 10Y | +1,070.0% | +223.9% | +846.2% | +495.7% |
| All | +1,583.6% | +7,055.8% | -5,472.2% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling