+351.8%
CCJ vs CFG
+100.9%
+250.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +5.9% | +2.7% | +3.2% | +5.0% |
| 30D | +4.7% | -3.7% | +8.4% | +6.0% |
| 3M | -3.3% | +9.5% | -12.8% | -6.5% |
| 6M | -7.0% | +22.2% | -29.3% | -13.3% |
| YTD | +11.5% | +22.3% | -10.9% | +3.8% |
| 1Y | +32.3% | +39.4% | -7.2% | +17.9% |
| 3Y | +176.8% | +188.5% | -11.7% | +86.6% |
| 5Y | +351.8% | +101.5% | +250.2% | +243.1% |
| All | +351.8% | +100.9% | +250.9% | +243.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling