+1,159.6%
CCJ vs CPB
+87.9%
+1,071.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | +2.7% | +3.3% | -0.5% | +2.3% |
| 30D | -14.4% | +19.0% | -33.4% | -16.4% |
| 3M | -22.6% | +0.4% | -23.1% | -22.9% |
| 6M | -35.4% | +13.0% | -48.4% | -36.9% |
| YTD | -17.6% | -12.7% | -4.9% | -17.0% |
| 1Y | -18.1% | -20.9% | +2.7% | -16.5% |
| 3Y | +79.6% | -35.4% | +115.0% | +85.0% |
| 5Y | +175.3% | -32.3% | +207.5% | +177.6% |
| 10Y | +844.8% | -40.5% | +885.4% | +852.0% |
| All | +1,159.6% | +87.9% | +1,071.8% | +954.3% |
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