+336.7%
COP vs CCJ
+765.4%
-428.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | 0.0% | -13.2% | +13.1% | +2.9% |
| 3M | +15.0% | -27.6% | +42.7% | +22.9% |
| 6M | +22.0% | -38.7% | +60.7% | +34.3% |
| YTD | +55.3% | -22.7% | +78.0% | +57.2% |
| 1Y | +64.1% | -17.6% | +81.7% | +62.6% |
| 3Y | +34.1% | +62.7% | -28.6% | -0.6% |
| 5Y | +133.4% | +159.7% | -26.4% | +40.3% |
| All | +336.7% | +765.4% | -428.7% | +50.5% |
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