+1,583.6%
CCJ vs ACGL
+4,513.6%
-2,930.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +0.7% | -0.7% | +1.5% | +0.9% |
| 30D | +6.9% | -1.0% | +7.9% | +7.1% |
| 3M | -11.6% | +11.0% | -22.7% | -14.1% |
| 6M | -16.2% | -0.3% | -15.9% | -16.6% |
| YTD | +10.1% | +2.3% | +7.8% | +8.5% |
| 1Y | +32.3% | +6.4% | +25.9% | +28.8% |
| 3Y | +171.3% | +34.0% | +137.3% | +146.6% |
| 5Y | +372.4% | +161.6% | +210.7% | +264.1% |
| 10Y | +1,070.0% | +278.6% | +791.4% | +708.8% |
| All | +1,583.6% | +4,513.6% | -2,930.0% | +826.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling