-46.9%
CPNG vs CCJ
-26.2%
-20.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.2% |
| 7D | +20.8% | -14.5% | +35.3% | +25.4% |
| 30D | +20.1% | -18.1% | +38.1% | +25.7% |
| 3M | +1.6% | -23.0% | +24.6% | +7.6% |
| 6M | -15.8% | -39.4% | +23.5% | -6.4% |
| YTD | -27.7% | -21.7% | -6.1% | -27.3% |
| 1Y | -46.9% | -25.9% | -21.0% | -45.9% |
| All | -46.9% | -26.2% | -20.7% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling