-61.5%
CSGP vs CCJ
+154.2%
-215.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -1.1% |
| 7D | +13.9% | -18.2% | +32.1% | +16.5% |
| 30D | +16.0% | -26.5% | +42.5% | +20.2% |
| 3M | +6.1% | -27.5% | +33.6% | +9.9% |
| 6M | -8.2% | -40.3% | +32.1% | -2.7% |
| YTD | -52.3% | -25.3% | -27.0% | -52.1% |
| 1Y | -54.5% | -28.1% | -26.4% | -54.0% |
| 3Y | -58.6% | +63.8% | -122.4% | -66.8% |
| 5Y | -61.5% | +156.3% | -217.8% | -74.8% |
| All | -61.5% | +154.2% | -215.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling