+163.9%
CCJ vs P
+279.3%
-115.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.9% |
| 7D | -0.8% | +11.6% | -12.4% | -4.2% |
| 30D | -13.2% | -23.7% | +10.5% | -6.3% |
| 3M | -27.6% | -8.0% | -19.7% | -27.1% |
| 6M | -38.7% | +27.9% | -66.6% | -45.5% |
| YTD | -22.7% | +61.2% | -83.8% | -37.0% |
| 1Y | -17.6% | +28.6% | -46.2% | -29.6% |
| 3Y | +62.7% | +200.5% | -137.8% | -3.5% |
| All | +163.9% | +279.3% | -115.4% | +34.5% |
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 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