+393.7%
CCJ vs CG
+306.7%
+87.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -4.0% | -9.9% | +5.8% | -0.3% |
| 30D | -2.4% | -11.7% | +9.3% | +2.1% |
| 3M | -2.3% | -4.3% | +2.0% | -1.2% |
| 6M | -16.2% | -8.8% | -7.5% | -14.0% |
| YTD | +5.7% | -26.9% | +32.5% | +17.1% |
| 1Y | +21.3% | -35.4% | +56.7% | +40.4% |
| 3Y | +159.4% | +43.0% | +116.4% | +115.1% |
| 5Y | +300.7% | +1.9% | +298.7% | +266.8% |
| 10Y | +1,055.2% | +313.9% | +741.2% | +520.9% |
| All | +393.7% | +306.7% | +87.0% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling