+28.7%
COP vs CCJ
+85.2%
-56.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.5% |
| 7D | -8.4% | +2.7% | -11.1% | -8.5% |
| 30D | +0.3% | -14.4% | +14.7% | +0.6% |
| 3M | +15.1% | -22.6% | +37.7% | +15.7% |
| 6M | +19.8% | -35.4% | +55.2% | +21.5% |
| YTD | +46.8% | -17.6% | +64.4% | +45.1% |
| 1Y | +59.7% | -18.1% | +77.9% | +57.9% |
| 3Y | +28.7% | +79.6% | -50.9% | +10.4% |
| All | +28.7% | +85.2% | -56.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling