+163.9%
CCJ vs GH
+45.9%
+118.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.1% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -13.2% | -6.9% | -6.3% | -12.1% |
| 3M | -27.6% | -4.9% | -22.7% | -27.2% |
| 6M | -38.7% | +54.1% | -92.8% | -43.7% |
| YTD | -22.7% | +48.5% | -71.2% | -29.0% |
| 1Y | -17.6% | +61.2% | -78.7% | -25.4% |
| 3Y | +62.7% | +570.3% | -507.7% | +6.0% |
| All | +163.9% | +45.9% | +118.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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