+1,056.5%
CCJ vs AGI
+392.3%
+664.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.0% | -2.7% | -1.3% | -3.4% |
| 30D | -2.4% | +7.2% | -9.6% | -3.9% |
| 3M | -2.3% | +4.3% | -6.6% | -3.6% |
| 6M | -16.2% | -27.1% | +10.9% | -10.9% |
| YTD | +5.7% | -6.6% | +12.3% | +6.6% |
| 1Y | +21.3% | +9.5% | +11.7% | +18.6% |
| 3Y | +159.4% | +208.4% | -49.1% | +110.5% |
| 5Y | +300.7% | +401.6% | -101.0% | +201.5% |
| All | +1,056.5% | +392.3% | +664.1% | +787.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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