+157.0%
CCJ vs PR
+225.0%
-68.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | -7.3% | -16.4% | +9.1% | -1.8% |
| 30D | -20.0% | -1.9% | -18.1% | -19.7% |
| 3M | -23.8% | +8.0% | -31.8% | -26.4% |
| 6M | -42.4% | +4.1% | -46.5% | -44.1% |
| YTD | -22.1% | +58.7% | -80.8% | -35.7% |
| 1Y | -20.8% | +75.8% | -96.7% | -37.2% |
| 3Y | +75.7% | +73.2% | +2.6% | +34.7% |
| All | +157.0% | +225.0% | -68.1% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling