-20.8%
CCJ vs ACWI
+10.2%
-31.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | -7.3% | -2.4% | -4.9% | -2.6% |
| 30D | -20.0% | -5.2% | -14.8% | -9.5% |
| 3M | -23.8% | -4.8% | -19.0% | -14.3% |
| 6M | -42.4% | -1.3% | -41.1% | -39.6% |
| YTD | -22.1% | +8.4% | -30.5% | -32.7% |
| 1Y | -20.8% | +11.0% | -31.9% | -35.6% |
| All | -20.8% | +10.2% | -31.0% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling