+3,960.3%
CCJ vs BG
+1,185.2%
+2,775.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.1% | -0.5% |
| 7D | +5.9% | +2.4% | +3.6% | +4.9% |
| 30D | +4.7% | +15.0% | -10.3% | -1.5% |
| 3M | -3.3% | -0.7% | -2.6% | -4.2% |
| 6M | -7.0% | +7.5% | -14.5% | -11.3% |
| YTD | +11.5% | +41.6% | -30.1% | -4.7% |
| 1Y | +32.3% | +50.7% | -18.4% | +9.0% |
| 3Y | +176.8% | +20.3% | +156.6% | +142.9% |
| 5Y | +351.8% | +85.2% | +266.6% | +224.2% |
| 10Y | +1,080.5% | +160.6% | +919.9% | +576.5% |
| All | +3,960.3% | +1,185.2% | +2,775.1% | +1,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling