+219.3%
CCJ vs BTG
+385.9%
-166.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | +3.2% | +9.5% | -6.3% | +1.5% |
| 3M | -1.8% | +38.5% | -40.3% | -7.7% |
| 6M | -13.5% | +5.6% | -19.2% | -14.9% |
| YTD | +9.7% | +23.9% | -14.2% | +4.8% |
| 1Y | +30.0% | +32.1% | -2.1% | +22.4% |
| 3Y | +172.6% | +103.2% | +69.4% | +135.3% |
| 5Y | +342.9% | +79.7% | +263.2% | +287.8% |
| 10Y | +1,099.7% | +159.1% | +940.6% | +842.5% |
| All | +219.3% | +385.9% | -166.6% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling