+825.2%
CCJ vs ACGL
+337.7%
+487.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.1% |
| 7D | -7.3% | +0.9% | -8.2% | -7.6% |
| 30D | -20.0% | +13.7% | -33.7% | -22.8% |
| 3M | -23.8% | +8.0% | -31.9% | -25.7% |
| 6M | -42.4% | +13.3% | -55.7% | -44.8% |
| YTD | -22.1% | +11.8% | -33.9% | -25.5% |
| 1Y | -20.8% | +22.2% | -43.1% | -26.4% |
| 3Y | +75.7% | +32.5% | +43.3% | +55.2% |
| 5Y | +167.4% | +160.2% | +7.3% | +84.5% |
| All | +825.2% | +337.7% | +487.5% | +510.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling