-65.3%
CSGP vs CCJ
+31.2%
-96.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | +2.3% | +6.9% | -4.5% | +2.4% |
| 3M | -8.2% | -11.6% | +3.5% | -8.0% |
| 6M | -35.1% | -16.2% | -18.8% | -34.8% |
| YTD | -54.0% | +10.1% | -64.1% | -54.4% |
| 1Y | -65.3% | +32.3% | -97.6% | -66.1% |
| All | -65.3% | +31.2% | -96.5% | -66.1% |
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