+3,550.7%
COF vs CCJ
+1,604.2%
+1,946.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | +1.2% | +5.9% | -4.7% | -0.4% |
| 30D | -1.4% | +4.7% | -6.1% | -2.8% |
| 3M | +19.0% | -3.3% | +22.3% | +19.4% |
| 6M | +14.9% | -7.0% | +21.9% | +15.1% |
| YTD | -10.7% | +11.5% | -22.1% | -15.7% |
| 1Y | -1.3% | +32.3% | -33.6% | -12.8% |
| 3Y | +124.3% | +176.8% | -52.5% | +51.7% |
| 5Y | +51.1% | +351.8% | -300.7% | -16.6% |
| 10Y | +252.4% | +1,080.5% | -828.2% | +28.8% |
| All | +3,550.7% | +1,604.2% | +1,946.5% | +1,226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling