-39.4%
CCJ vs MAS
+24.1%
-63.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.9% | -2.6% |
| 7D | -14.5% | +14.2% | -28.7% | -17.7% |
| 30D | -18.1% | +26.8% | -44.9% | -24.1% |
| 3M | -23.0% | +13.1% | -36.1% | -26.2% |
| 6M | -39.4% | +27.9% | -67.3% | -45.2% |
| All | -39.4% | +24.1% | -63.5% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling