+11,952.0%
CPRT vs CCJ
+1,142.1%
+10,809.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -1.4% | +3.7% | -5.1% | -1.9% |
| 30D | +21.5% | -13.7% | +35.2% | +23.7% |
| 3M | +9.4% | -24.7% | +34.1% | +13.3% |
| 6M | -3.3% | -38.1% | +34.8% | +2.4% |
| YTD | -17.8% | -18.8% | +0.9% | -17.3% |
| 1Y | -22.2% | -19.5% | -2.7% | -21.8% |
| 3Y | -34.0% | +75.9% | -109.9% | -43.2% |
| 5Y | -15.4% | +173.1% | -188.6% | -34.1% |
| 10Y | +376.0% | +813.5% | -437.5% | +186.0% |
| All | +11,952.0% | +1,142.1% | +10,809.9% | +6,824.0% |
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