-18.9%
CCJ vs MGY
-2.5%
-16.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -3.2% | +1.8% | -5.0% | -2.5% |
| 30D | -1.3% | +6.5% | -7.8% | +1.2% |
| 3M | +2.5% | +0.3% | +2.2% | +2.4% |
| 6M | -18.9% | -2.4% | -16.5% | -19.6% |
| All | -18.9% | -2.5% | -16.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 6mo: compounded portfolio wealth divided by compounded MGY 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…
6mo analysis · Full analysis span regression · 6 months rolling