-25.9%
CCJ vs MCO
+9.9%
-35.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.1% |
| 7D | -14.5% | +10.7% | -25.2% | -14.4% |
| 30D | -18.1% | +17.9% | -35.9% | -18.1% |
| 3M | -23.0% | +9.5% | -32.5% | -22.9% |
| 6M | -39.4% | +18.1% | -57.4% | -39.4% |
| YTD | -21.7% | +4.1% | -25.8% | -24.2% |
| 1Y | -25.9% | +9.3% | -35.2% | -29.3% |
| All | -25.9% | +9.9% | -35.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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