+1,066.3%
CCJ vs P
+699.3%
+367.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.7% | +6.5% | -5.8% | -1.0% |
| 30D | +6.9% | +18.8% | -12.0% | +1.3% |
| 3M | -11.6% | +26.7% | -38.4% | -18.0% |
| 6M | -16.2% | +62.2% | -78.4% | -28.1% |
| YTD | +10.1% | +48.5% | -38.4% | -4.0% |
| 1Y | +32.3% | +26.4% | +5.9% | +18.2% |
| 3Y | +171.3% | +159.4% | +11.9% | +90.6% |
| 5Y | +372.4% | +275.8% | +96.6% | +197.1% |
| All | +1,066.3% | +699.3% | +367.0% | +518.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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