+254.9%
CCJ vs AG
+445.6%
-190.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +6.9% | +19.2% | -12.3% | +2.0% |
| 3M | -11.6% | +6.2% | -17.8% | -13.4% |
| 6M | -16.2% | -26.7% | +10.5% | -10.4% |
| YTD | +10.1% | +26.1% | -16.0% | +2.0% |
| 1Y | +32.3% | +131.7% | -99.4% | +4.3% |
| 3Y | +171.3% | +255.3% | -84.0% | +82.1% |
| 5Y | +372.4% | +61.9% | +310.4% | +264.9% |
| 10Y | +1,070.0% | +72.0% | +998.0% | +648.4% |
| All | +254.9% | +445.6% | -190.7% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling