+3,388.4%
CSGP vs CCJ
+2,040.2%
+1,348.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.0% | -0.8% |
| 7D | +13.9% | -18.2% | +32.1% | +17.5% |
| 30D | +16.0% | -26.5% | +42.5% | +21.6% |
| 3M | +6.1% | -27.5% | +33.6% | +11.2% |
| 6M | -8.2% | -40.3% | +32.1% | -1.4% |
| YTD | -52.3% | -25.3% | -27.0% | -51.4% |
| 1Y | -54.5% | -28.1% | -26.4% | -53.4% |
| 3Y | -58.6% | +63.8% | -122.4% | -65.1% |
| 5Y | -61.5% | +156.3% | -217.8% | -71.1% |
| 10Y | +74.7% | +787.8% | -713.1% | -5.7% |
| All | +3,388.4% | +2,040.2% | +1,348.3% | +2,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling