+1,056.5%
CCJ vs CPAY
+155.2%
+901.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.0% | -2.0% | -2.1% | -3.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -2.3% | +16.4% | -18.7% | -8.0% |
| 6M | -16.2% | +23.5% | -39.7% | -23.2% |
| YTD | +5.7% | +35.7% | -30.0% | -7.4% |
| 1Y | +21.3% | +30.2% | -8.9% | +7.2% |
| 3Y | +159.4% | +49.7% | +109.7% | +111.6% |
| 5Y | +300.7% | +56.6% | +244.1% | +215.2% |
| All | +1,056.5% | +155.2% | +901.3% | +620.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling