+844.8%
CCJ vs ACGL
+332.3%
+512.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | -14.4% | +13.1% | -27.5% | -17.4% |
| 3M | -22.6% | +9.8% | -32.4% | -24.8% |
| 6M | -35.4% | +15.3% | -50.7% | -38.5% |
| YTD | -17.6% | +12.7% | -30.3% | -21.4% |
| 1Y | -18.1% | +20.7% | -38.9% | -23.6% |
| 3Y | +79.6% | +34.3% | +45.3% | +58.0% |
| 5Y | +175.3% | +170.6% | +4.7% | +87.8% |
| 10Y | +844.8% | +330.6% | +514.2% | +511.4% |
| All | +844.8% | +332.3% | +512.5% | +511.4% |
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