+157.0%
CCJ vs ACGL
+159.2%
-2.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.9% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | -20.0% | +13.7% | -33.7% | -22.1% |
| 3M | -23.8% | +8.0% | -31.9% | -25.2% |
| 6M | -42.4% | +13.3% | -55.7% | -44.3% |
| YTD | -22.1% | +11.8% | -33.9% | -24.8% |
| 1Y | -20.8% | +22.2% | -43.1% | -25.7% |
| 3Y | +75.7% | +32.5% | +43.3% | +53.7% |
| All | +157.0% | +159.2% | -2.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling