+408.4%
CCJ vs FGI
-70.4%
+478.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +6.9% | +65.4% | -58.5% | +6.7% |
| 3M | -11.6% | +23.5% | -35.1% | -11.8% |
| 6M | -16.2% | +60.5% | -76.7% | -17.1% |
| YTD | +10.1% | +30.0% | -19.9% | +9.0% |
| 1Y | +32.3% | +82.1% | -49.8% | +31.5% |
| 3Y | +171.3% | -4.4% | +175.7% | +169.9% |
| All | +408.4% | -70.4% | +478.7% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling