+151.2%
CCJ vs AG
+294.5%
-143.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.9% |
| 7D | -7.3% | +6.3% | -13.6% | -8.8% |
| 30D | -20.0% | -8.9% | -11.0% | -18.1% |
| 3M | -23.8% | -12.2% | -11.6% | -21.7% |
| 6M | -42.4% | -28.3% | -14.1% | -38.0% |
| YTD | -22.1% | -8.8% | -13.2% | -21.9% |
| 1Y | -20.8% | +39.4% | -60.2% | -28.8% |
| 3Y | +75.7% | +229.4% | -153.7% | +21.5% |
| 5Y | +167.4% | +14.5% | +152.9% | +125.1% |
| 10Y | +826.3% | +82.7% | +743.6% | +486.7% |
| All | +151.2% | +294.5% | -143.3% | -32.1% |
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