+793.8%
CCJ vs CMS
+126.5%
+667.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.2% |
| 30D | -20.0% | +7.2% | -27.1% | -20.8% |
| 3M | -23.8% | -1.3% | -22.6% | -23.8% |
| 6M | -42.4% | -4.3% | -38.1% | -42.2% |
| YTD | -22.1% | +2.1% | -24.1% | -22.5% |
| 1Y | -20.8% | -0.6% | -20.2% | -21.0% |
| 3Y | +75.7% | +38.0% | +37.7% | +63.1% |
| 5Y | +167.4% | +33.6% | +133.8% | +149.8% |
| All | +793.8% | +126.5% | +667.3% | +778.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling