+4,100.0%
CMG vs CCJ
+242.0%
+3,858.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -1.5% | +5.9% | -7.4% | -2.7% |
| 30D | +12.7% | +4.7% | +8.0% | +11.4% |
| 3M | +26.3% | -3.3% | +29.6% | +26.3% |
| 6M | +4.5% | -7.0% | +11.5% | +4.3% |
| YTD | -0.1% | +11.5% | -11.6% | -4.7% |
| 1Y | -6.8% | +32.3% | -39.1% | -15.6% |
| 3Y | -5.0% | +176.8% | -181.8% | -30.0% |
| 5Y | -3.0% | +351.8% | -354.8% | -38.7% |
| 10Y | +323.6% | +1,080.5% | -757.0% | +92.1% |
| All | +4,100.0% | +242.0% | +3,858.0% | +1,882.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling