-33.7%
CPRT vs CCJ
+73.2%
-106.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.4% |
| 7D | +4.0% | +0.4% | +3.6% | +4.0% |
| 30D | +18.2% | -17.2% | +35.5% | +18.6% |
| 3M | +9.2% | -25.1% | +34.3% | +9.7% |
| 6M | -4.8% | -37.6% | +32.8% | -3.8% |
| YTD | -17.5% | -20.4% | +2.9% | -17.9% |
| 1Y | -22.0% | -22.5% | +0.5% | -22.2% |
| 3Y | -33.7% | +72.5% | -106.2% | -40.3% |
| All | -33.7% | +73.2% | -106.9% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling