+79.6%
CCJ vs IP
+20.2%
+59.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.3% |
| 7D | +2.7% | -3.0% | +5.7% | +3.1% |
| 30D | -14.4% | +10.6% | -25.0% | -15.5% |
| 3M | -22.6% | -13.6% | -9.0% | -21.4% |
| 6M | -35.4% | +10.4% | -45.9% | -36.1% |
| YTD | -17.6% | -6.5% | -11.1% | -17.4% |
| 1Y | -18.1% | -2.1% | -16.0% | -18.3% |
| 3Y | +79.6% | +22.0% | +57.6% | +96.8% |
| All | +79.6% | +20.2% | +59.4% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling