+72.5%
CCJ vs FGI
-3.4%
+75.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | -17.2% | -3.4% | -13.9% | -17.3% |
| 3M | -25.1% | +61.8% | -86.9% | -23.9% |
| 6M | -37.6% | +17.0% | -54.6% | -36.8% |
| YTD | -20.4% | +31.4% | -51.8% | -19.0% |
| 1Y | -22.5% | +42.7% | -65.2% | -20.5% |
| 3Y | +72.5% | -0.1% | +72.6% | +82.4% |
| All | +72.5% | -3.4% | +75.8% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling