+163.9%
CCJ vs ACWI
+58.7%
+105.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -4.3% |
| 30D | -13.2% | -1.7% | -11.5% | -10.6% |
| 3M | -27.6% | -3.9% | -23.7% | -22.4% |
| 6M | -38.7% | +0.8% | -39.5% | -38.4% |
| YTD | -22.7% | +11.0% | -33.7% | -31.7% |
| 1Y | -17.6% | +13.1% | -30.7% | -28.9% |
| 3Y | +62.7% | +73.9% | -11.2% | -20.8% |
| All | +163.9% | +58.7% | +105.2% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling