+483.6%
CCJ vs P
+469.1%
+14.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.4% |
| 7D | -7.3% | -23.8% | +16.5% | -1.1% |
| 30D | -20.0% | -36.6% | +16.7% | -10.7% |
| 3M | -23.8% | +10.9% | -34.7% | -27.1% |
| 6M | -42.4% | +30.0% | -72.4% | -47.7% |
| YTD | -22.1% | +44.4% | -66.4% | -31.7% |
| 1Y | -20.8% | +3.9% | -24.8% | -25.9% |
| 3Y | +75.7% | +176.6% | -100.9% | +23.8% |
| 5Y | +167.4% | +249.3% | -81.8% | +75.5% |
| 10Y | +826.3% | +726.9% | +99.4% | +404.8% |
| All | +483.6% | +469.1% | +14.5% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling