+68.4%
CCJ vs GD
+55.3%
+13.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -4.0% |
| 7D | -18.2% | -3.9% | -14.3% | -17.2% |
| 30D | -26.5% | +8.1% | -34.6% | -28.3% |
| 3M | -27.5% | -6.8% | -20.7% | -26.1% |
| 6M | -40.3% | +3.0% | -43.3% | -41.1% |
| YTD | -25.3% | +7.8% | -33.1% | -27.5% |
| 1Y | -28.1% | +5.8% | -33.9% | -29.7% |
| All | +68.4% | +55.3% | +13.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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