+191.7%
COP vs CCJ
+346.5%
-154.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -0.8% | +5.9% | -6.8% | -1.7% |
| 30D | +15.6% | +4.7% | +10.9% | +14.6% |
| 3M | +14.3% | -3.3% | +17.6% | +14.3% |
| 6M | +17.0% | -7.0% | +24.0% | +16.4% |
| YTD | +47.4% | +11.5% | +36.0% | +40.7% |
| 1Y | +52.4% | +32.3% | +20.1% | +38.2% |
| 3Y | +20.8% | +176.8% | -156.0% | -14.4% |
| 5Y | +191.7% | +351.8% | -160.1% | +81.2% |
| All | +191.7% | +346.5% | -154.8% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling