+322.0%
CMG vs CCJ
+1,065.5%
-743.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.1% | -4.0% | +2.0% | -1.4% |
| 30D | +10.9% | -2.4% | +13.3% | +11.2% |
| 3M | +15.8% | -2.3% | +18.2% | +15.8% |
| 6M | +6.9% | -16.2% | +23.2% | +8.8% |
| YTD | -2.2% | +5.7% | -7.8% | -5.2% |
| 1Y | -7.1% | +21.3% | -28.3% | -13.3% |
| 3Y | -7.1% | +159.4% | -166.5% | -28.3% |
| 5Y | -4.8% | +300.7% | -305.4% | -35.1% |
| All | +322.0% | +1,065.5% | -743.5% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling