+30.0%
CCJ vs GEN
+0.6%
+29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +4.2% | -2.9% | +7.1% | +4.1% |
| 30D | +3.2% | +2.1% | +1.1% | +3.3% |
| 3M | -1.8% | +19.7% | -21.5% | -0.8% |
| 6M | -13.5% | +33.3% | -46.8% | -12.7% |
| YTD | +9.7% | +11.1% | -1.4% | +7.0% |
| 1Y | +30.0% | +3.0% | +27.0% | +20.9% |
| All | +30.0% | +0.6% | +29.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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