+163.6%
CCJ vs ACGL
+176.7%
-13.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +5.0% | -1.2% | +6.3% | +5.2% |
| 30D | -16.7% | +12.8% | -29.5% | -18.7% |
| 3M | -27.5% | +12.3% | -39.8% | -29.3% |
| 6M | -38.6% | +15.8% | -54.4% | -40.9% |
| YTD | -21.5% | +13.9% | -35.4% | -24.5% |
| 1Y | -22.3% | +19.0% | -41.3% | -26.3% |
| 3Y | +69.9% | +33.7% | +36.2% | +48.7% |
| 5Y | +163.6% | +173.4% | -9.8% | +40.9% |
| All | +163.6% | +176.7% | -13.1% | +40.9% |
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 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