-17.6%
CCJ vs MAS
+38.5%
-56.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.9% |
| 3M | -27.6% | +14.5% | -42.1% | -30.9% |
| 6M | -38.7% | +27.1% | -65.8% | -43.8% |
| YTD | -22.7% | +35.8% | -58.5% | -31.6% |
| 1Y | -17.6% | +39.4% | -57.0% | -27.6% |
| All | -17.6% | +38.5% | -56.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling