+1,583.6%
CCJ vs IP
+186.4%
+1,397.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +0.7% | -5.3% | +6.0% | +2.7% |
| 30D | +6.9% | -10.9% | +17.7% | +11.3% |
| 3M | -11.6% | +11.2% | -22.8% | -15.5% |
| 6M | -16.2% | -10.2% | -6.0% | -14.5% |
| YTD | +10.1% | -2.0% | +12.1% | +8.0% |
| 1Y | +32.3% | -19.1% | +51.4% | +37.6% |
| 3Y | +171.3% | +20.9% | +150.4% | +131.3% |
| 5Y | +372.4% | -17.8% | +390.2% | +360.5% |
| 10Y | +1,070.0% | +23.5% | +1,046.5% | +821.6% |
| All | +1,583.6% | +186.4% | +1,397.3% | +716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling