+303.7%
CCJ vs BTG
+75.0%
+228.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.9% |
| 7D | -3.2% | -5.5% | +2.3% | -1.2% |
| 30D | -1.3% | +6.1% | -7.4% | -3.6% |
| 3M | +2.5% | +38.6% | -36.1% | -10.4% |
| 6M | -18.9% | +0.7% | -19.5% | -20.6% |
| YTD | +6.5% | +20.3% | -13.9% | -3.4% |
| 1Y | +22.8% | +25.0% | -2.2% | +8.5% |
| 3Y | +164.5% | +97.3% | +67.2% | +85.0% |
| 5Y | +303.7% | +78.3% | +225.4% | +190.8% |
| All | +303.7% | +75.0% | +228.7% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling