+62.7%
CCJ vs CFG
+191.5%
-128.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -0.8% | +3.2% | -4.0% | -1.7% |
| 30D | -13.2% | +5.1% | -18.3% | -14.4% |
| 3M | -27.6% | -11.2% | -16.4% | -25.2% |
| 6M | -38.7% | +9.6% | -48.3% | -40.5% |
| YTD | -22.7% | +15.0% | -37.7% | -25.7% |
| 1Y | -17.6% | +29.9% | -47.4% | -22.8% |
| 3Y | +62.7% | +192.1% | -129.4% | +51.3% |
| All | +62.7% | +191.5% | -128.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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