+393.6%
COHR vs CCJ
+281.7%
+111.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +8.3% | -4.0% | +12.4% | +10.5% |
| 30D | -14.1% | -2.4% | -11.8% | -13.2% |
| 3M | -16.0% | -2.3% | -13.7% | -14.5% |
| 6M | +21.5% | -16.2% | +37.7% | +32.8% |
| YTD | +65.4% | +5.7% | +59.8% | +66.1% |
| 1Y | +195.0% | +21.3% | +173.8% | +174.5% |
| 3Y | +830.2% | +159.4% | +670.8% | +533.1% |
| All | +393.6% | +281.7% | +111.8% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling