+1,099.7%
CCJ vs AG
+64.8%
+1,034.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +3.2% | +12.5% | -9.3% | 0.0% |
| 3M | -1.8% | +28.2% | -30.0% | -8.2% |
| 6M | -13.5% | -18.8% | +5.3% | -10.1% |
| YTD | +9.7% | +27.4% | -17.6% | +1.8% |
| 1Y | +30.0% | +132.2% | -102.2% | +3.9% |
| 3Y | +172.6% | +286.9% | -114.3% | +84.7% |
| 5Y | +342.9% | +72.8% | +270.2% | +240.4% |
| 10Y | +1,099.7% | +74.6% | +1,025.1% | +814.3% |
| All | +1,099.7% | +64.8% | +1,034.9% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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