+1,583.6%
CCJ vs CPB
+73.5%
+1,510.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +0.7% | -8.6% | +9.3% | +1.8% |
| 30D | +6.9% | -7.2% | +14.1% | +7.7% |
| 3M | -11.6% | +0.9% | -12.5% | -12.2% |
| 6M | -16.2% | -11.8% | -4.4% | -15.3% |
| YTD | +10.1% | -19.4% | +29.5% | +12.3% |
| 1Y | +32.3% | -30.4% | +62.7% | +37.2% |
| 3Y | +171.3% | -40.2% | +211.5% | +182.8% |
| 5Y | +372.4% | -39.5% | +411.9% | +385.4% |
| 10Y | +1,070.0% | -47.4% | +1,117.4% | +1,104.8% |
| All | +1,583.6% | +73.5% | +1,510.2% | +1,326.5% |
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 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