+825.2%
CCJ vs PR
+66.0%
+759.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.0% |
| 7D | -7.3% | -16.4% | +9.1% | -4.5% |
| 30D | -20.0% | -1.9% | -18.1% | -19.8% |
| 3M | -23.8% | +8.0% | -31.8% | -25.1% |
| 6M | -42.4% | +4.1% | -46.5% | -43.2% |
| YTD | -22.1% | +58.7% | -80.8% | -28.9% |
| 1Y | -20.8% | +75.8% | -96.7% | -29.1% |
| 3Y | +75.7% | +73.2% | +2.6% | +55.8% |
| 5Y | +167.4% | +230.1% | -62.7% | +109.0% |
| All | +825.2% | +66.0% | +759.2% | +651.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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