+287.0%
CCJ vs MAGS
+187.1%
+99.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -3.2% | -1.8% | -1.4% | -2.0% |
| 30D | -1.3% | +1.1% | -2.4% | -2.1% |
| 3M | +2.5% | +7.7% | -5.2% | -3.0% |
| 6M | -18.9% | +11.7% | -30.6% | -24.8% |
| YTD | +6.5% | +4.9% | +1.6% | +3.0% |
| 1Y | +22.8% | +14.3% | +8.5% | +12.8% |
| 3Y | +164.5% | +128.9% | +35.6% | +84.8% |
| All | +287.0% | +187.1% | +99.9% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling