+32.3%
CCJ vs ACGL
+2.4%
+29.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | -0.1% |
| 7D | +5.9% | -2.9% | +8.9% | +4.2% |
| 30D | +4.7% | -2.8% | +7.5% | +3.1% |
| 3M | -3.3% | +6.8% | -10.1% | +0.6% |
| 6M | -7.0% | -1.5% | -5.5% | -6.7% |
| YTD | +11.5% | -0.2% | +11.7% | +12.9% |
| 1Y | +32.3% | +5.3% | +27.0% | +41.9% |
| All | +32.3% | +2.4% | +29.9% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling