+1,298.9%
COHR vs CCJ
+1,065.5%
+233.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +8.3% | -4.0% | +12.4% | +10.1% |
| 30D | -14.1% | -2.4% | -11.8% | -13.3% |
| 3M | -16.0% | -2.3% | -13.7% | -14.6% |
| 6M | +21.5% | -16.2% | +37.7% | +31.4% |
| YTD | +65.4% | +5.7% | +59.8% | +66.0% |
| 1Y | +195.0% | +21.3% | +173.8% | +177.2% |
| 3Y | +830.2% | +159.4% | +670.8% | +565.8% |
| 5Y | +397.1% | +300.7% | +96.5% | +195.8% |
| All | +1,298.9% | +1,065.5% | +233.4% | +505.9% |
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