+412.4%
CPRT vs CCJ
+1,078.9%
-666.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -0.4% | +4.2% | -4.6% | -0.9% |
| 30D | +8.2% | +3.2% | +5.1% | +7.8% |
| 3M | +2.3% | -1.8% | +4.1% | +2.2% |
| 6M | -14.7% | -13.5% | -1.2% | -14.0% |
| YTD | -18.2% | +9.7% | -27.9% | -20.4% |
| 1Y | -33.4% | +30.0% | -63.4% | -37.2% |
| 3Y | -28.3% | +172.6% | -200.9% | -41.5% |
| 5Y | -9.8% | +342.9% | -352.8% | -33.9% |
| 10Y | +412.4% | +1,099.7% | -687.4% | +216.0% |
| All | +412.4% | +1,078.9% | -666.5% | +216.0% |
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