+21,717.3%
COHR vs CCJ
+1,528.1%
+20,189.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.5% |
| 7D | +10.9% | -3.2% | +14.1% | +12.0% |
| 30D | -10.8% | -1.3% | -9.4% | -10.4% |
| 3M | -17.4% | +2.5% | -19.9% | -17.4% |
| 6M | +12.5% | -18.9% | +31.4% | +21.1% |
| YTD | +58.8% | +6.5% | +52.4% | +58.8% |
| 1Y | +183.3% | +22.8% | +160.5% | +168.5% |
| 3Y | +783.0% | +164.5% | +618.6% | +569.7% |
| 5Y | +377.2% | +303.7% | +73.5% | +210.2% |
| 10Y | +1,261.0% | +1,064.0% | +197.0% | +518.9% |
| All | +21,717.3% | +1,528.1% | +20,189.2% | +9,976.6% |
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