-25.9%
CCJ vs FGI
+38.7%
-64.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -1.2% |
| 7D | -14.5% | +3.3% | -17.8% | -14.5% |
| 30D | -18.1% | -2.0% | -16.0% | -18.0% |
| 3M | -23.0% | +60.3% | -83.3% | -23.7% |
| 6M | -39.4% | +0.7% | -40.1% | -39.6% |
| YTD | -21.7% | +30.2% | -51.8% | -26.1% |
| 1Y | -25.9% | +44.4% | -70.3% | -34.6% |
| All | -25.9% | +38.7% | -64.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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