+2,238.3%
COP vs CCJ
+1,583.6%
+654.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | +17.5% | +6.9% | +10.6% | +14.8% |
| 3M | +13.4% | -11.6% | +25.0% | +15.9% |
| 6M | +17.7% | -16.2% | +34.0% | +20.0% |
| YTD | +46.6% | +10.1% | +36.5% | +36.2% |
| 1Y | +44.6% | +32.3% | +12.3% | +23.8% |
| 3Y | +20.7% | +171.3% | -150.6% | -23.6% |
| 5Y | +185.0% | +372.4% | -187.3% | +41.2% |
| 10Y | +347.0% | +1,070.0% | -723.0% | +47.4% |
| All | +2,238.3% | +1,583.6% | +654.6% | +680.6% |
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