+32.3%
CCJ vs SGI
-17.2%
+49.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.7% | +8.5% | -7.8% | -1.9% |
| 30D | +6.9% | +0.7% | +6.2% | +6.5% |
| 3M | -11.6% | +0.6% | -12.3% | -12.0% |
| 6M | -16.2% | -17.9% | +1.7% | -13.2% |
| YTD | +10.1% | -21.2% | +31.3% | +14.3% |
| 1Y | +32.3% | -18.9% | +51.1% | +50.2% |
| All | +32.3% | -17.2% | +49.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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