+65.1%
CCJ vs CAG
-37.1%
+102.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -4.0% |
| 7D | +5.0% | -6.2% | +11.2% | +3.1% |
| 30D | -16.7% | +7.4% | -24.1% | -14.5% |
| 3M | -27.5% | -1.6% | -25.9% | -27.4% |
| 6M | -38.6% | +6.3% | -44.9% | -36.6% |
| YTD | -21.5% | -10.1% | -11.5% | -23.0% |
| 1Y | -22.3% | -10.2% | -12.1% | -23.7% |
| All | +65.1% | -37.1% | +102.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling