+813.5%
CCJ vs CG
+299.0%
+514.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.5% |
| 7D | +3.7% | -3.8% | +7.5% | +5.3% |
| 30D | -13.7% | +7.5% | -21.2% | -16.3% |
| 3M | -24.7% | -14.4% | -10.4% | -20.4% |
| 6M | -38.1% | -15.7% | -22.5% | -34.5% |
| YTD | -18.8% | -29.0% | +10.2% | -8.9% |
| 1Y | -19.5% | -22.1% | +2.6% | -12.9% |
| 3Y | +75.9% | +49.1% | +26.8% | +42.0% |
| 5Y | +173.1% | -18.4% | +191.5% | +168.1% |
| 10Y | +813.5% | +295.1% | +518.4% | +397.1% |
| All | +813.5% | +299.0% | +514.5% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling