+75.7%
CCJ vs AG
+219.8%
-144.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.7% |
| 7D | -7.3% | +6.3% | -13.6% | -9.3% |
| 30D | -20.0% | -8.9% | -11.0% | -17.5% |
| 3M | -23.8% | -12.2% | -11.6% | -21.0% |
| 6M | -42.4% | -28.3% | -14.1% | -36.8% |
| YTD | -22.1% | -8.8% | -13.2% | -21.5% |
| 1Y | -20.8% | +39.4% | -60.2% | -30.2% |
| 3Y | +75.7% | +229.4% | -153.7% | +22.7% |
| All | +75.7% | +219.8% | -144.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling