+753.7%
CCJ vs IP
+20.8%
+732.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -13.2% | +7.9% | -21.1% | -15.2% |
| 3M | -27.6% | -15.3% | -12.3% | -24.2% |
| 6M | -38.7% | +10.5% | -49.2% | -40.8% |
| YTD | -22.7% | -9.4% | -13.3% | -22.1% |
| 1Y | -17.6% | -4.6% | -12.9% | -18.3% |
| 3Y | +62.7% | +21.2% | +41.4% | +39.2% |
| 5Y | +159.7% | -13.3% | +173.0% | +149.9% |
| All | +753.7% | +20.8% | +732.8% | +531.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling