-58.4%
CSGP vs CCJ
+62.6%
-121.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -1.5% |
| 7D | +13.9% | -18.2% | +32.1% | +14.5% |
| 30D | +16.0% | -26.5% | +42.5% | +17.1% |
| 3M | +6.1% | -27.5% | +33.6% | +7.1% |
| 6M | -8.2% | -40.3% | +32.1% | -6.4% |
| YTD | -52.3% | -25.3% | -27.0% | -52.6% |
| 1Y | -54.5% | -28.1% | -26.4% | -54.7% |
| All | -58.4% | +62.6% | -121.0% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling