+772.6%
CCJ vs IP
+24.7%
+747.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.5% |
| 30D | -17.2% | +9.4% | -26.6% | -19.4% |
| 3M | -25.1% | -14.1% | -11.1% | -21.9% |
| 6M | -37.6% | +9.2% | -46.8% | -39.5% |
| YTD | -20.4% | -7.5% | -12.8% | -20.2% |
| 1Y | -22.5% | -2.8% | -19.7% | -23.6% |
| 3Y | +72.5% | +21.2% | +51.2% | +47.8% |
| 5Y | +179.9% | -11.5% | +191.4% | +167.6% |
| 10Y | +772.6% | +23.7% | +748.9% | +534.9% |
| All | +772.6% | +24.7% | +747.9% | +534.9% |
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