-17.6%
CCJ vs CG
-25.8%
+8.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -13.2% | +11.2% | -24.4% | -16.6% |
| 3M | -27.6% | -22.1% | -5.6% | -21.0% |
| 6M | -38.7% | -17.9% | -20.8% | -34.2% |
| YTD | -22.7% | -31.3% | +8.6% | -14.3% |
| 1Y | -17.6% | -24.0% | +6.4% | -15.6% |
| All | -17.6% | -25.8% | +8.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling