+1,583.6%
CCJ vs CAG
+176.4%
+1,407.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.7% | -3.8% | +4.5% | +1.3% |
| 30D | +6.9% | +3.1% | +3.7% | +6.3% |
| 3M | -11.6% | +23.5% | -35.1% | -15.0% |
| 6M | -16.2% | -14.8% | -1.4% | -14.4% |
| YTD | +10.1% | -5.4% | +15.6% | +10.2% |
| 1Y | +32.3% | -11.8% | +44.1% | +33.4% |
| 3Y | +171.3% | -36.7% | +208.0% | +185.5% |
| 5Y | +372.4% | -40.3% | +412.7% | +397.8% |
| 10Y | +1,070.0% | -37.0% | +1,107.0% | +1,067.4% |
| All | +1,583.6% | +176.4% | +1,407.3% | +1,156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling