-22.0%
CPRT vs CCJ
-24.1%
+2.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.7% |
| 7D | +4.0% | +0.4% | +3.6% | +4.1% |
| 30D | +18.2% | -17.2% | +35.5% | +17.0% |
| 3M | +9.2% | -25.1% | +34.3% | +7.6% |
| 6M | -4.8% | -37.6% | +32.8% | -6.6% |
| YTD | -17.5% | -20.4% | +2.9% | -16.5% |
| 1Y | -22.0% | -22.5% | +0.5% | -21.2% |
| All | -22.0% | -24.1% | +2.1% | -21.2% |
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