+217.0%
CCJ vs CPAY
+1,524.4%
-1,307.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +4.2% | -2.5% | +6.7% | +5.1% |
| 30D | +3.2% | +1.3% | +1.9% | +2.5% |
| 3M | -1.8% | +13.5% | -15.3% | -6.9% |
| 6M | -13.5% | +24.7% | -38.3% | -21.5% |
| YTD | +9.7% | +34.9% | -25.2% | -4.4% |
| 1Y | +30.0% | +29.7% | +0.3% | +14.0% |
| 3Y | +172.6% | +49.4% | +123.2% | +119.9% |
| 5Y | +342.9% | +53.5% | +289.5% | +248.9% |
| 10Y | +1,099.7% | +152.5% | +947.3% | +632.1% |
| All | +217.0% | +1,524.4% | -1,307.4% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling