-9.9%
CPRT vs CCJ
+346.5%
-356.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | +0.4% | +5.9% | -5.5% | -0.1% |
| 30D | +9.9% | +4.7% | +5.2% | +9.3% |
| 3M | +5.6% | -3.3% | +8.9% | +5.7% |
| 6M | -13.6% | -7.0% | -6.6% | -13.7% |
| YTD | -16.7% | +11.5% | -28.2% | -19.0% |
| 1Y | -33.1% | +32.3% | -65.4% | -36.9% |
| 3Y | -27.1% | +176.8% | -203.9% | -40.9% |
| 5Y | -9.9% | +351.8% | -361.7% | -36.1% |
| All | -9.9% | +346.5% | -356.4% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling