+2,241.9%
COP vs CCJ
+1,159.6%
+1,082.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -3.0% |
| 7D | -8.4% | +2.7% | -11.1% | -9.2% |
| 30D | +0.3% | -14.4% | +14.7% | +4.4% |
| 3M | +15.1% | -22.6% | +37.7% | +22.5% |
| 6M | +19.8% | -35.4% | +55.2% | +32.6% |
| YTD | +46.8% | -17.6% | +64.4% | +47.2% |
| 1Y | +59.7% | -18.1% | +77.9% | +59.6% |
| 3Y | +28.7% | +79.6% | -50.9% | -8.1% |
| 5Y | +110.7% | +175.3% | -64.6% | +24.1% |
| 10Y | +298.3% | +844.8% | -546.5% | +38.8% |
| All | +2,241.9% | +1,159.6% | +1,082.3% | +743.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling