+75.7%
CCJ vs MAS
+58.1%
+17.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +4.8% |
| 7D | -7.3% | +2.0% | -9.3% | -7.8% |
| 30D | -20.0% | +19.4% | -39.3% | -23.5% |
| 3M | -23.8% | +9.4% | -33.3% | -25.7% |
| 6M | -42.4% | +15.3% | -57.7% | -44.7% |
| YTD | -22.1% | +31.3% | -53.4% | -27.6% |
| 1Y | -20.8% | +34.9% | -55.7% | -26.8% |
| 3Y | +75.7% | +58.6% | +17.1% | +72.7% |
| All | +75.7% | +58.1% | +17.6% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling