+10.9%
CMG vs CCJ
-26.2%
+37.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.9% |
| 7D | +22.5% | -14.5% | +37.0% | +23.2% |
| 30D | +14.1% | -18.1% | +32.2% | +14.9% |
| 3M | +4.1% | -23.0% | +27.1% | +5.1% |
| 6M | +10.1% | -39.4% | +49.5% | +12.6% |
| YTD | -4.9% | -21.7% | +16.8% | -8.6% |
| 1Y | +10.9% | -25.9% | +36.8% | +7.9% |
| All | +10.9% | -26.2% | +37.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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