-19.5%
CCJ vs FGI
+50.2%
-69.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +2.0% |
| 7D | +3.7% | +6.9% | -3.2% | +3.6% |
| 30D | -13.7% | +3.9% | -17.6% | -13.7% |
| 3M | -24.7% | +74.3% | -99.0% | -25.4% |
| 6M | -38.1% | +28.9% | -67.1% | -38.5% |
| YTD | -18.8% | +39.1% | -57.9% | -23.2% |
| 1Y | -19.5% | +49.3% | -68.9% | -24.5% |
| All | -19.5% | +50.2% | -69.7% | -24.5% |
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