+1,065.3%
CCJ vs CAG
-35.7%
+1,101.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.9% |
| 7D | -3.2% | -5.9% | +2.7% | -3.1% |
| 30D | -1.3% | -1.5% | +0.2% | -1.3% |
| 3M | +2.5% | +11.5% | -8.9% | +2.3% |
| 6M | -18.9% | -15.7% | -3.2% | -18.5% |
| YTD | +6.5% | -10.2% | +16.7% | +6.7% |
| 1Y | +22.8% | -18.1% | +40.9% | +23.4% |
| 3Y | +164.5% | -39.4% | +203.9% | +168.3% |
| 5Y | +303.7% | -42.6% | +346.3% | +309.9% |
| All | +1,065.3% | -35.7% | +1,101.0% | +1,002.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling