-25.9%
CCJ vs CPAY
+59.0%
-85.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.3% |
| 7D | -14.5% | +5.7% | -20.2% | -14.7% |
| 30D | -18.1% | +4.2% | -22.3% | -18.2% |
| 3M | -23.0% | +5.6% | -28.6% | -23.2% |
| 6M | -39.4% | +34.7% | -74.1% | -40.3% |
| YTD | -21.7% | +39.1% | -60.8% | -19.6% |
| 1Y | -25.9% | +60.3% | -86.2% | -20.4% |
| All | -25.9% | +59.0% | -85.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling