+1,159.6%
CCJ vs CP
+7,261.7%
-6,102.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.7% |
| 7D | +2.7% | +2.8% | -0.1% | +1.2% |
| 30D | -14.4% | +11.3% | -25.7% | -19.4% |
| 3M | -22.6% | +2.9% | -25.5% | -24.0% |
| 6M | -35.4% | +9.8% | -45.2% | -39.0% |
| YTD | -17.6% | +28.5% | -46.2% | -28.5% |
| 1Y | -18.1% | +33.5% | -51.6% | -30.4% |
| 3Y | +79.6% | +31.9% | +47.6% | +52.1% |
| 5Y | +175.3% | +25.5% | +149.8% | +137.2% |
| 10Y | +844.8% | +257.6% | +587.2% | +355.9% |
| All | +1,159.6% | +7,261.7% | -6,102.1% | +93.9% |
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