+1,099.7%
CCJ vs CG
+324.5%
+775.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | 0.0% |
| 7D | +4.2% | -6.4% | +10.6% | +6.9% |
| 30D | +3.2% | -7.1% | +10.2% | +6.0% |
| 3M | -1.8% | -1.6% | -0.2% | -1.7% |
| 6M | -13.5% | -8.3% | -5.2% | -11.4% |
| YTD | +9.7% | -23.8% | +33.6% | +20.1% |
| 1Y | +30.0% | -28.7% | +58.7% | +45.5% |
| 3Y | +172.6% | +49.2% | +123.4% | +120.4% |
| 5Y | +342.9% | +5.5% | +337.4% | +297.9% |
| 10Y | +1,099.7% | +331.2% | +768.5% | +551.5% |
| All | +1,099.7% | +324.5% | +775.3% | +551.5% |
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