+766.3%
CCJ vs IP
+19.1%
+747.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | +5.0% | -0.9% | +5.9% | +5.4% |
| 30D | -16.7% | +6.7% | -23.4% | -18.3% |
| 3M | -27.5% | -16.6% | -11.0% | -23.7% |
| 6M | -38.6% | +6.0% | -44.6% | -40.0% |
| YTD | -21.5% | -10.7% | -10.9% | -20.6% |
| 1Y | -22.3% | -6.7% | -15.6% | -22.5% |
| 3Y | +69.9% | +17.1% | +52.8% | +47.1% |
| 5Y | +163.6% | -14.6% | +178.1% | +154.7% |
| All | +766.3% | +19.1% | +747.2% | +543.4% |
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 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