+753.7%
CCJ vs MAS
+215.0%
+538.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | -13.2% | +22.4% | -35.6% | -18.6% |
| 3M | -27.6% | +14.5% | -42.1% | -30.8% |
| 6M | -38.7% | +27.1% | -65.8% | -43.5% |
| YTD | -22.7% | +35.8% | -58.5% | -30.5% |
| 1Y | -17.6% | +39.4% | -57.0% | -26.6% |
| 3Y | +62.7% | +60.3% | +2.4% | +34.6% |
| 5Y | +159.7% | +39.4% | +120.3% | +120.2% |
| All | +753.7% | +215.0% | +538.7% | +456.7% |
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