+1,142.1%
CCJ vs CPB
+83.3%
+1,058.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +3.7% | -4.1% | +7.8% | +4.2% |
| 30D | -13.7% | +16.9% | -30.6% | -15.5% |
| 3M | -24.7% | -0.6% | -24.2% | -25.0% |
| 6M | -38.1% | +11.4% | -49.5% | -39.5% |
| YTD | -18.8% | -14.8% | -3.9% | -17.9% |
| 1Y | -19.5% | -24.8% | +5.2% | -17.3% |
| 3Y | +75.9% | -36.6% | +112.5% | +81.6% |
| 5Y | +173.1% | -33.3% | +206.5% | +175.8% |
| 10Y | +813.5% | -40.4% | +853.9% | +817.9% |
| All | +1,142.1% | +83.3% | +1,058.7% | +942.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling