+173.1%
CCJ vs CFG
+189.1%
-16.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | +6.9% | -3.8% | +10.7% | +8.0% |
| 3M | -11.6% | +11.5% | -23.1% | -14.5% |
| 6M | -16.2% | +19.2% | -35.4% | -20.3% |
| YTD | +10.1% | +23.7% | -13.6% | +3.8% |
| 1Y | +32.3% | +38.8% | -6.6% | +21.5% |
| All | +173.1% | +189.1% | -16.0% | +124.9% |
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