+346.1%
CCJ vs P
+276.6%
+69.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.7% | +6.5% | -5.8% | -1.3% |
| 30D | +6.9% | +18.8% | -12.0% | +0.2% |
| 3M | -11.6% | +26.7% | -38.4% | -19.3% |
| 6M | -16.2% | +62.2% | -78.4% | -30.5% |
| YTD | +10.1% | +48.5% | -38.4% | -6.8% |
| 1Y | +32.3% | +26.4% | +5.9% | +14.8% |
| 3Y | +171.3% | +159.4% | +11.9% | +70.1% |
| All | +346.1% | +276.6% | +69.5% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling