+1,082.1%
CCJ vs CAG
+166.0%
+916.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.3% |
| 30D | -13.2% | +7.7% | -20.8% | -14.4% |
| 3M | -27.6% | -3.2% | -24.5% | -27.6% |
| 6M | -38.7% | +7.0% | -45.7% | -39.9% |
| YTD | -22.7% | -9.0% | -13.7% | -22.5% |
| 1Y | -17.6% | -9.6% | -8.0% | -17.3% |
| 3Y | +62.7% | -36.0% | +98.7% | +70.0% |
| 5Y | +159.7% | -40.9% | +200.6% | +173.0% |
| 10Y | +769.3% | -37.3% | +806.7% | +765.2% |
| All | +1,082.1% | +166.0% | +916.1% | +784.0% |
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