+825.2%
CCJ vs MAS
+213.7%
+611.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +4.9% |
| 7D | -7.3% | +2.0% | -9.3% | -8.0% |
| 30D | -20.0% | +19.4% | -39.3% | -24.5% |
| 3M | -23.8% | +9.4% | -33.3% | -26.2% |
| 6M | -42.4% | +15.3% | -57.7% | -45.3% |
| YTD | -22.1% | +31.3% | -53.4% | -29.3% |
| 1Y | -20.8% | +34.9% | -55.7% | -28.9% |
| 3Y | +75.7% | +58.6% | +17.1% | +45.4% |
| 5Y | +167.4% | +40.7% | +126.7% | +125.8% |
| All | +825.2% | +213.7% | +611.5% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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