+2,895.3%
CCJ vs AGI
+5,381.0%
-2,485.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +5.9% | +4.4% | +1.6% | +5.1% |
| 30D | +4.7% | +10.0% | -5.3% | +2.8% |
| 3M | -3.3% | +1.7% | -5.0% | -3.8% |
| 6M | -7.0% | -26.8% | +19.8% | -1.8% |
| YTD | +11.5% | -5.3% | +16.8% | +11.9% |
| 1Y | +32.3% | +11.5% | +20.8% | +29.0% |
| 3Y | +176.8% | +212.9% | -36.1% | +123.9% |
| 5Y | +351.8% | +388.8% | -37.0% | +236.5% |
| 10Y | +1,080.5% | +383.6% | +696.9% | +696.4% |
| All | +2,895.3% | +5,381.0% | -2,485.7% | +1,369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling