+161.8%
CCJ vs AG
+284.3%
-122.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +3.7% | -4.0% | +7.7% | +4.8% |
| 30D | -13.7% | -13.1% | -0.6% | -10.7% |
| 3M | -24.7% | -22.0% | -2.7% | -20.3% |
| 6M | -38.1% | -37.3% | -0.9% | -31.2% |
| YTD | -18.8% | -11.2% | -7.6% | -18.1% |
| 1Y | -19.5% | +23.9% | -43.5% | -25.5% |
| 3Y | +75.9% | +225.1% | -149.3% | +22.1% |
| 5Y | +173.1% | +7.7% | +165.4% | +133.2% |
| 10Y | +813.5% | +86.9% | +726.6% | +478.5% |
| All | +161.8% | +284.3% | -122.5% | -28.7% |
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 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