+32.3%
CCJ vs CPB
-32.6%
+64.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | -1.3% |
| 7D | +0.7% | -8.6% | +9.3% | -2.9% |
| 30D | +6.9% | -7.2% | +14.1% | +3.7% |
| 3M | -11.6% | +0.9% | -12.5% | -10.4% |
| 6M | -16.2% | -11.8% | -4.4% | -22.2% |
| YTD | +10.1% | -19.4% | +29.5% | -2.8% |
| 1Y | +32.3% | -30.4% | +62.7% | +6.5% |
| All | +32.3% | -32.6% | +64.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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