+310.1%
COP vs CCJ
+802.9%
-492.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.6% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | +1.1% | -17.2% | +18.4% | +5.3% |
| 3M | +10.9% | -25.1% | +36.1% | +17.6% |
| 6M | +20.8% | -37.6% | +58.3% | +32.5% |
| YTD | +48.0% | -20.4% | +68.4% | +48.8% |
| 1Y | +58.5% | -22.5% | +81.0% | +59.9% |
| 3Y | +28.1% | +72.5% | -44.3% | -6.6% |
| 5Y | +120.5% | +179.9% | -59.4% | +29.5% |
| 10Y | +310.1% | +772.6% | -462.5% | +36.2% |
| All | +310.1% | +802.9% | -492.8% | +36.2% |
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