+1,101.1%
CCJ vs SGI
+278.2%
+822.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | +3.2% | +5.5% | -2.3% | +1.8% |
| 3M | -1.8% | -3.6% | +1.8% | -1.2% |
| 6M | -13.5% | -15.0% | +1.5% | -10.7% |
| YTD | +9.7% | -23.0% | +32.8% | +15.5% |
| 1Y | +30.0% | -18.4% | +48.4% | +34.7% |
| 3Y | +172.6% | +57.8% | +114.8% | +139.8% |
| 5Y | +342.9% | +51.5% | +291.5% | +279.3% |
| All | +1,101.1% | +278.2% | +822.9% | +639.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling