+825.2%
CCJ vs ACWI
+219.0%
+606.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | -7.3% | -2.4% | -4.9% | -4.6% |
| 30D | -20.0% | -5.2% | -14.8% | -14.3% |
| 3M | -23.8% | -4.8% | -19.0% | -18.6% |
| 6M | -42.4% | -1.3% | -41.1% | -40.6% |
| YTD | -22.1% | +8.4% | -30.5% | -27.2% |
| 1Y | -20.8% | +11.0% | -31.9% | -27.8% |
| 3Y | +75.7% | +70.6% | +5.2% | +1.9% |
| 5Y | +167.4% | +55.3% | +112.1% | +73.1% |
| All | +825.2% | +219.0% | +606.2% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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