+942.1%
CCJ vs SGI
+1,794.5%
-852.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.8% |
| 7D | +5.0% | -10.7% | +15.7% | +7.6% |
| 30D | -16.7% | -3.6% | -13.1% | -16.3% |
| 3M | -27.5% | -5.4% | -22.1% | -26.9% |
| 6M | -38.6% | -7.0% | -31.6% | -38.0% |
| YTD | -21.5% | -31.6% | +10.1% | -15.8% |
| 1Y | -22.3% | -33.5% | +11.2% | -16.2% |
| 3Y | +69.9% | +66.5% | +3.4% | +49.0% |
| 5Y | +163.6% | +42.2% | +121.4% | +132.0% |
| 10Y | +782.3% | +320.9% | +461.4% | +462.5% |
| All | +942.1% | +1,794.5% | -852.4% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling