-62.8%
CSGP vs CCJ
+175.9%
-238.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 3M | -8.2% | -11.6% | +3.5% | -7.5% |
| 6M | -35.1% | -16.2% | -18.8% | -34.5% |
| YTD | -54.0% | +10.1% | -64.1% | -55.0% |
| 1Y | -65.3% | +32.3% | -97.6% | -66.9% |
| All | -62.8% | +175.9% | -238.7% | -68.8% |
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