-69.9%
CPNG vs CCJ
+531.8%
-601.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -3.4% |
| 7D | -6.3% | +5.9% | -12.2% | -7.7% |
| 30D | -8.7% | +4.7% | -13.5% | -10.0% |
| 3M | -2.4% | -3.3% | +0.9% | -2.1% |
| 6M | -22.3% | -7.0% | -15.3% | -22.1% |
| YTD | -37.2% | +11.5% | -48.7% | -40.2% |
| 1Y | -53.0% | +32.3% | -85.3% | -57.7% |
| 3Y | -20.0% | +176.8% | -196.9% | -44.7% |
| 5Y | -52.8% | +351.8% | -404.6% | -72.4% |
| All | -69.9% | +531.8% | -601.7% | -81.9% |
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 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