-25.9%
CCJ vs SGI
-10.7%
-15.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -3.0% |
| 7D | -14.5% | +12.1% | -26.6% | -17.3% |
| 30D | -18.1% | +12.1% | -30.1% | -20.8% |
| 3M | -23.0% | +0.4% | -23.4% | -23.2% |
| 6M | -39.4% | -4.0% | -35.4% | -38.9% |
| YTD | -21.7% | -21.2% | -0.4% | -20.1% |
| 1Y | -25.9% | -12.1% | -13.8% | -23.7% |
| All | -25.9% | -10.7% | -15.2% | -23.7% |
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