+303.7%
CCJ vs AGI
+389.6%
-85.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.6% |
| 7D | -3.2% | -5.3% | +2.1% | -1.0% |
| 30D | -1.3% | +6.8% | -8.1% | -4.1% |
| 3M | +2.5% | +8.3% | -5.8% | -1.9% |
| 6M | -18.9% | -29.2% | +10.4% | -7.7% |
| YTD | +6.5% | -7.3% | +13.7% | +7.4% |
| 1Y | +22.8% | +8.0% | +14.8% | +15.7% |
| 3Y | +164.5% | +206.6% | -42.1% | +57.7% |
| 5Y | +303.7% | +398.1% | -94.4% | +87.7% |
| All | +303.7% | +389.6% | -85.9% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling