+373.0%
CCJ vs CFG
+360.2%
+12.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.7% |
| 7D | +2.7% | +0.3% | +2.5% | +2.6% |
| 30D | -14.4% | +3.2% | -17.6% | -15.3% |
| 3M | -22.6% | -9.7% | -12.9% | -19.9% |
| 6M | -35.4% | +3.6% | -39.1% | -36.5% |
| YTD | -17.6% | +14.7% | -32.3% | -21.6% |
| 1Y | -18.1% | +29.6% | -47.7% | -25.2% |
| 3Y | +79.6% | +190.6% | -111.0% | +20.0% |
| 5Y | +175.3% | +67.1% | +108.2% | +118.1% |
| 10Y | +844.8% | +237.0% | +607.8% | +426.3% |
| All | +373.0% | +360.2% | +12.8% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling