+22.8%
CCJ vs SGI
-20.9%
+43.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.0% |
| 7D | -3.2% | -4.9% | +1.7% | -1.6% |
| 30D | -1.3% | +1.6% | -2.9% | -1.9% |
| 3M | +2.5% | -3.2% | +5.7% | +3.2% |
| 6M | -18.9% | -16.0% | -2.8% | -15.7% |
| YTD | +6.5% | -25.4% | +31.9% | +12.5% |
| 1Y | +22.8% | -21.6% | +44.4% | +39.3% |
| All | +22.8% | -20.9% | +43.8% | +39.3% |
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