+303.7%
CCJ vs BG
+88.4%
+215.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -3.2% | +3.7% | -6.9% | -4.1% |
| 30D | -1.3% | +12.3% | -13.7% | -4.7% |
| 3M | +2.5% | -2.2% | +4.7% | +2.7% |
| 6M | -18.9% | +5.3% | -24.2% | -21.0% |
| YTD | +6.5% | +42.4% | -35.9% | -5.2% |
| 1Y | +22.8% | +55.2% | -32.4% | +5.7% |
| 3Y | +164.5% | +21.0% | +143.5% | +145.3% |
| 5Y | +303.7% | +87.1% | +216.6% | +178.9% |
| All | +303.7% | +88.4% | +215.3% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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