+753.7%
CCJ vs SGI
+319.5%
+434.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.8% | -5.3% | +4.5% | +0.5% |
| 30D | -13.2% | -2.1% | -11.1% | -13.0% |
| 3M | -27.6% | -8.2% | -19.5% | -26.5% |
| 6M | -38.7% | -4.6% | -34.1% | -38.4% |
| YTD | -22.7% | -31.5% | +8.8% | -16.6% |
| 1Y | -17.6% | -30.8% | +13.2% | -11.3% |
| 3Y | +62.7% | +67.2% | -4.5% | +41.0% |
| 5Y | +159.7% | +42.5% | +117.2% | +124.6% |
| All | +753.7% | +319.5% | +434.1% | +451.0% |
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