+1,091.6%
CCJ vs CMS
+529.2%
+562.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.9% |
| 7D | -7.3% | -1.3% | -6.0% | -7.0% |
| 30D | -20.0% | +6.3% | -26.3% | -21.4% |
| 3M | -23.8% | -2.1% | -21.8% | -23.6% |
| 6M | -42.4% | -5.1% | -37.3% | -41.8% |
| YTD | -22.1% | +1.3% | -23.3% | -22.7% |
| 1Y | -20.8% | -1.4% | -19.4% | -21.0% |
| 3Y | +75.7% | +36.9% | +38.8% | +57.7% |
| 5Y | +167.4% | +32.5% | +134.9% | +140.8% |
| 10Y | +826.3% | +126.8% | +699.6% | +588.8% |
| All | +1,091.6% | +529.2% | +562.4% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling