+11,886.4%
CPRT vs CCJ
+1,099.6%
+10,786.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | -1.5% | +5.0% | -6.5% | -2.2% |
| 30D | +21.3% | -16.7% | +38.0% | +24.1% |
| 3M | +10.4% | -27.5% | +37.9% | +14.8% |
| 6M | -4.3% | -38.6% | +34.3% | +1.4% |
| YTD | -18.3% | -21.5% | +3.3% | -17.3% |
| 1Y | -22.5% | -22.3% | -0.2% | -21.7% |
| 3Y | -34.3% | +69.9% | -104.2% | -43.3% |
| 5Y | -17.8% | +163.6% | -181.4% | -35.6% |
| 10Y | +373.4% | +782.3% | -408.9% | +185.8% |
| All | +11,886.4% | +1,099.6% | +10,786.8% | +6,818.9% |
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