+1,042.0%
CCJ vs IP
+163.3%
+878.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -3.3% |
| 7D | -18.2% | -5.0% | -13.2% | -16.7% |
| 30D | -26.5% | +6.5% | -33.1% | -28.3% |
| 3M | -27.5% | -18.0% | -9.5% | -22.4% |
| 6M | -40.3% | +10.3% | -50.6% | -42.9% |
| YTD | -25.3% | -9.9% | -15.4% | -24.7% |
| 1Y | -28.1% | -1.1% | -27.1% | -30.1% |
| 3Y | +63.8% | +13.0% | +50.8% | +42.9% |
| 5Y | +156.3% | -12.3% | +168.6% | +142.9% |
| 10Y | +787.8% | +26.8% | +760.9% | +589.7% |
| All | +1,042.0% | +163.3% | +878.7% | +469.1% |
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