+44.1%
CSGP vs CCJ
+1,057.6%
-1,013.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +2.3% | +6.9% | -4.5% | +1.4% |
| 3M | -8.2% | -11.6% | +3.5% | -7.1% |
| 6M | -35.1% | -16.2% | -18.8% | -34.2% |
| YTD | -54.0% | +10.1% | -64.1% | -55.5% |
| 1Y | -65.3% | +32.3% | -97.6% | -67.6% |
| 3Y | -62.6% | +171.3% | -233.9% | -69.6% |
| 5Y | -64.8% | +372.4% | -437.2% | -74.3% |
| All | +44.1% | +1,057.6% | -1,013.5% | -3.1% |
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 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