+75.7%
CCJ vs CMS
+35.4%
+40.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.0% |
| 7D | -7.3% | -1.3% | -6.0% | -7.5% |
| 30D | -20.0% | +6.3% | -26.3% | -19.4% |
| 3M | -23.8% | -2.1% | -21.8% | -24.1% |
| 6M | -42.4% | -5.1% | -37.3% | -42.8% |
| YTD | -22.1% | +1.3% | -23.3% | -21.4% |
| 1Y | -20.8% | -1.4% | -19.4% | -20.5% |
| 3Y | +75.7% | +36.9% | +38.8% | +80.4% |
| All | +75.7% | +35.4% | +40.4% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling