+1,101.1%
CCJ vs CAG
-33.9%
+1,135.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | +4.2% | -6.6% | +10.8% | +4.3% |
| 30D | +3.2% | +2.3% | +0.9% | +3.1% |
| 3M | -1.8% | +16.3% | -18.1% | -2.1% |
| 6M | -13.5% | -16.0% | +2.5% | -13.2% |
| YTD | +9.7% | -7.7% | +17.5% | +9.9% |
| 1Y | +30.0% | -16.0% | +46.0% | +30.6% |
| 3Y | +172.6% | -37.7% | +210.3% | +176.4% |
| 5Y | +342.9% | -41.2% | +384.2% | +349.8% |
| All | +1,101.1% | -33.9% | +1,135.0% | +1,035.6% |
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