-69.3%
CPNG vs CCJ
+499.0%
-568.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.3% |
| 7D | -1.1% | -4.0% | +2.9% | -0.1% |
| 30D | -7.4% | -2.4% | -5.0% | -7.0% |
| 3M | -12.3% | -2.3% | -10.0% | -12.3% |
| 6M | -19.4% | -16.2% | -3.2% | -17.0% |
| YTD | -35.9% | +5.7% | -41.6% | -38.1% |
| 1Y | -53.4% | +21.3% | -74.7% | -57.2% |
| 3Y | -20.0% | +159.4% | -179.4% | -43.7% |
| 5Y | -49.6% | +300.7% | -350.2% | -70.1% |
| All | -69.3% | +499.0% | -568.3% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling