+766.3%
CCJ vs CAG
-38.0%
+804.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.4% |
| 7D | +5.0% | -6.2% | +11.2% | +5.1% |
| 30D | -16.7% | +7.4% | -24.1% | -16.8% |
| 3M | -27.5% | -1.6% | -25.9% | -27.5% |
| 6M | -38.6% | +6.3% | -44.9% | -38.7% |
| YTD | -21.5% | -10.1% | -11.5% | -21.4% |
| 1Y | -22.3% | -10.2% | -12.1% | -22.2% |
| 3Y | +69.9% | -37.3% | +107.2% | +71.9% |
| 5Y | +163.6% | -41.6% | +205.2% | +167.5% |
| All | +766.3% | -38.0% | +804.4% | +723.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling