+337.5%
COP vs CCJ
+1,074.4%
-736.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.1% |
| 7D | +1.0% | -3.2% | +4.2% | +1.7% |
| 30D | +9.6% | -1.3% | +10.9% | +9.5% |
| 3M | +15.0% | +2.5% | +12.5% | +13.2% |
| 6M | +21.8% | -18.9% | +40.6% | +25.0% |
| YTD | +49.6% | +6.5% | +43.1% | +41.5% |
| 1Y | +49.9% | +22.8% | +27.0% | +33.2% |
| 3Y | +22.6% | +164.5% | -141.9% | -19.7% |
| 5Y | +193.6% | +303.7% | -110.1% | +57.3% |
| All | +337.5% | +1,074.4% | -736.9% | +60.3% |
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