+179.9%
CCJ vs GEN
+31.7%
+148.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | -17.2% | +29.1% | -46.3% | -22.3% |
| 3M | -25.1% | +2.9% | -28.0% | -26.2% |
| 6M | -37.6% | +33.6% | -71.2% | -42.7% |
| YTD | -20.4% | +12.0% | -32.4% | -23.6% |
| 1Y | -22.5% | +16.2% | -38.7% | -26.7% |
| 3Y | +72.5% | +65.1% | +7.4% | +43.4% |
| 5Y | +179.9% | +33.3% | +146.6% | +129.4% |
| All | +179.9% | +31.7% | +148.2% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling