+1,099.7%
CCJ vs CPB
-44.2%
+1,144.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +4.2% | -8.0% | +12.2% | +3.8% |
| 30D | +3.2% | -2.4% | +5.6% | +3.1% |
| 3M | -1.8% | +0.5% | -2.4% | -1.8% |
| 6M | -13.5% | -10.5% | -3.1% | -13.8% |
| YTD | +9.7% | -17.5% | +27.3% | +9.3% |
| 1Y | +30.0% | -31.0% | +61.0% | +29.5% |
| 3Y | +172.6% | -40.6% | +213.2% | +169.9% |
| 5Y | +342.9% | -37.7% | +380.7% | +334.0% |
| 10Y | +1,099.7% | -43.4% | +1,143.2% | +1,102.8% |
| All | +1,099.7% | -44.2% | +1,144.0% | +1,102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling