+276.1%
CCJ vs ACWI
+356.8%
-80.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | +6.9% | +0.9% | +6.0% | +5.9% |
| 3M | -11.6% | +2.4% | -14.0% | -13.5% |
| 6M | -16.2% | +12.4% | -28.6% | -26.1% |
| YTD | +10.1% | +15.2% | -5.1% | -5.3% |
| 1Y | +32.3% | +22.7% | +9.6% | +5.8% |
| 3Y | +171.3% | +75.8% | +95.5% | +43.8% |
| 5Y | +372.4% | +67.7% | +304.7% | +171.0% |
| 10Y | +1,070.0% | +229.0% | +841.0% | +193.4% |
| All | +276.1% | +356.8% | -80.8% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling