+1,583.6%
CCJ vs CMS
+522.6%
+1,061.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | +6.9% | -3.6% | +10.5% | +7.9% |
| 3M | -11.6% | -1.9% | -9.7% | -11.5% |
| 6M | -16.2% | -11.0% | -5.2% | -13.8% |
| YTD | +10.1% | +0.2% | +9.9% | +9.6% |
| 1Y | +32.3% | -1.3% | +33.6% | +32.0% |
| 3Y | +171.3% | +35.9% | +135.4% | +144.3% |
| 5Y | +372.4% | +23.1% | +349.3% | +334.2% |
| 10Y | +1,070.0% | +117.9% | +952.1% | +781.2% |
| All | +1,583.6% | +522.6% | +1,061.0% | +708.6% |
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