+160.4%
CCJ vs CPB
-31.0%
+191.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.0% |
| 7D | -7.3% | +8.0% | -15.3% | -5.4% |
| 30D | -20.0% | +22.4% | -42.3% | -15.6% |
| 3M | -23.8% | +3.8% | -27.7% | -22.6% |
| 6M | -42.4% | +13.7% | -56.0% | -39.9% |
| YTD | -22.1% | -11.7% | -10.4% | -23.1% |
| 1Y | -20.8% | -18.1% | -2.7% | -23.0% |
| 3Y | +75.7% | -34.7% | +110.5% | +63.1% |
| All | +160.4% | -31.0% | +191.4% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling