+844.8%
CCJ vs ACWI
+226.8%
+618.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +2.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.3% |
| 30D | -14.4% | -2.8% | -11.6% | -11.1% |
| 3M | -22.6% | -3.2% | -19.5% | -19.0% |
| 6M | -35.4% | +1.3% | -36.7% | -35.4% |
| YTD | -17.6% | +11.2% | -28.8% | -25.4% |
| 1Y | -18.1% | +13.8% | -31.9% | -27.5% |
| 3Y | +79.6% | +76.2% | +3.4% | +0.3% |
| 5Y | +175.3% | +59.5% | +115.8% | +72.7% |
| 10Y | +844.8% | +222.2% | +622.6% | +172.1% |
| All | +844.8% | +226.8% | +618.0% | +172.1% |
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