+1,080.5%
CCJ vs CMS
+117.1%
+963.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | +4.7% | -3.2% | +7.9% | +5.2% |
| 3M | -3.3% | -2.2% | -1.1% | -3.1% |
| 6M | -7.0% | -9.4% | +2.4% | -5.8% |
| YTD | +11.5% | +0.7% | +10.8% | +11.1% |
| 1Y | +32.3% | +0.4% | +31.9% | +31.8% |
| 3Y | +176.8% | +35.2% | +141.7% | +157.9% |
| 5Y | +351.8% | +24.1% | +327.7% | +326.5% |
| 10Y | +1,080.5% | +115.8% | +964.7% | +1,022.0% |
| All | +1,080.5% | +117.1% | +963.4% | +1,022.0% |
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