+12,532.7%
CPRT vs CCJ
+1,583.6%
+10,949.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +16.6% | +6.9% | +9.8% | +15.4% |
| 3M | +9.6% | -11.6% | +21.2% | +11.0% |
| 6M | -11.1% | -16.2% | +5.1% | -9.9% |
| YTD | -13.9% | +10.1% | -24.0% | -16.6% |
| 1Y | -32.5% | +32.3% | -64.8% | -37.0% |
| 3Y | -25.0% | +171.3% | -196.3% | -39.4% |
| 5Y | -7.4% | +372.4% | -379.8% | -33.5% |
| 10Y | +422.0% | +1,070.0% | -648.1% | +203.8% |
| All | +12,532.7% | +1,583.6% | +10,949.0% | +6,884.0% |
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 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