+1,091.6%
CCJ vs CP
+7,116.1%
-6,024.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.2% |
| 7D | -7.3% | +2.8% | -10.1% | -8.8% |
| 30D | -20.0% | +10.2% | -30.2% | -24.2% |
| 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% | -31.7% |
| 1Y | -20.8% | +34.6% | -55.5% | -33.0% |
| 3Y | +75.7% | +26.7% | +49.1% | +51.9% |
| 5Y | +167.4% | +24.9% | +142.5% | +131.0% |
| 10Y | +826.3% | +258.6% | +567.7% | +346.2% |
| All | +1,091.6% | +7,116.1% | -6,024.5% | +85.3% |
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 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