-25.9%
CCJ vs IP
+2.3%
-28.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -14.5% | +3.4% | -17.9% | -15.1% |
| 30D | -18.1% | +11.2% | -29.3% | -19.8% |
| 3M | -23.0% | -14.8% | -8.2% | -21.2% |
| 6M | -39.4% | +17.3% | -56.7% | -40.3% |
| YTD | -21.7% | -6.2% | -15.5% | -21.5% |
| 1Y | -25.9% | +2.3% | -28.3% | -27.4% |
| All | -25.9% | +2.3% | -28.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling