-60.3%
CSGP vs CCJ
+69.7%
-130.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -9.0% | -4.8% |
| 7D | +1.3% | -7.3% | +8.6% | +1.4% |
| 30D | +10.7% | -20.0% | +30.6% | +11.4% |
| 3M | +3.3% | -23.8% | +27.1% | +4.1% |
| 6M | -10.3% | -42.4% | +32.1% | -8.1% |
| YTD | -54.6% | -22.1% | -32.5% | -54.9% |
| 1Y | -54.6% | -20.8% | -33.8% | -55.1% |
| 3Y | -60.3% | +75.7% | -136.1% | -64.7% |
| All | -60.3% | +69.7% | -130.0% | -64.7% |
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 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