-25.9%
CCJ vs BTG
+24.4%
-50.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -4.9% |
| 7D | -14.5% | -0.2% | -14.3% | -14.6% |
| 30D | -18.1% | -0.8% | -17.3% | -18.0% |
| 3M | -23.0% | +31.8% | -54.8% | -32.5% |
| 6M | -39.4% | +20.4% | -59.8% | -45.0% |
| YTD | -21.7% | +14.7% | -36.4% | -29.3% |
| 1Y | -25.9% | +29.4% | -55.3% | -39.0% |
| All | -25.9% | +24.4% | -50.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling