+259.8%
CCJ vs FGI
-70.6%
+330.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | -7.3% | -7.0% | -0.3% | -7.3% |
| 30D | -20.0% | -4.2% | -15.7% | -19.9% |
| 3M | -23.8% | +55.6% | -79.4% | -24.0% |
| 6M | -42.4% | -3.2% | -39.2% | -42.4% |
| YTD | -22.1% | +29.1% | -51.2% | -22.9% |
| 1Y | -20.8% | +51.0% | -71.8% | -21.6% |
| 3Y | +75.7% | +1.5% | +74.2% | +73.4% |
| All | +259.8% | -70.6% | +330.4% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling