+351.8%
CCJ vs CG
+9.5%
+342.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | +5.9% | -1.3% | +7.2% | +6.5% |
| 30D | +4.7% | -3.2% | +7.9% | +6.0% |
| 3M | -3.3% | +6.2% | -9.5% | -6.3% |
| 6M | -7.0% | -4.7% | -2.4% | -6.0% |
| YTD | +11.5% | -20.6% | +32.1% | +21.0% |
| 1Y | +32.3% | -26.4% | +58.6% | +47.7% |
| 3Y | +176.8% | +55.4% | +121.5% | +110.7% |
| 5Y | +351.8% | +9.8% | +342.0% | +311.1% |
| All | +351.8% | +9.5% | +342.3% | +311.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling