+22.8%
CCJ vs MAGS
+13.0%
+9.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -3.2% | -1.8% | -1.4% | -1.5% |
| 30D | -1.3% | +1.1% | -2.4% | -2.4% |
| 3M | +2.5% | +7.7% | -5.2% | -5.6% |
| 6M | -18.9% | +11.7% | -30.6% | -27.8% |
| YTD | +6.5% | +4.9% | +1.6% | +1.1% |
| 1Y | +22.8% | +14.3% | +8.5% | +10.5% |
| All | +22.8% | +13.0% | +9.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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