+176.8%
CCJ vs MAGS
+128.8%
+48.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.6% |
| 7D | +5.9% | +1.2% | +4.7% | +5.0% |
| 30D | +4.7% | -0.1% | +4.8% | +4.8% |
| 3M | -3.3% | +3.8% | -7.1% | -6.1% |
| 6M | -7.0% | +13.2% | -20.3% | -14.9% |
| YTD | +11.5% | +4.7% | +6.7% | +7.8% |
| 1Y | +32.3% | +14.4% | +17.9% | +21.0% |
| 3Y | +176.8% | +128.6% | +48.3% | +98.2% |
| All | +176.8% | +128.8% | +48.1% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling