+242.0%
COF vs CCJ
+1,065.5%
-823.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | -5.1% | -4.0% | -1.1% | -4.3% |
| 30D | -6.0% | -2.4% | -3.7% | -5.7% |
| 3M | +14.8% | -2.3% | +17.1% | +14.9% |
| 6M | +15.3% | -16.2% | +31.5% | +18.4% |
| YTD | -13.0% | +5.7% | -18.7% | -16.0% |
| 1Y | -5.7% | +21.3% | -27.0% | -12.9% |
| 3Y | +118.1% | +159.4% | -41.3% | +60.3% |
| 5Y | +46.2% | +300.7% | -254.4% | -8.1% |
| All | +242.0% | +1,065.5% | -823.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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