+1,578.1%
CCJ vs MCO
+7,018.3%
-5,440.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +4.2% | -3.1% | +7.3% | +5.4% |
| 30D | +3.2% | -0.5% | +3.7% | +3.3% |
| 3M | -1.8% | +5.7% | -7.5% | -4.2% |
| 6M | -13.5% | +3.0% | -16.6% | -15.2% |
| YTD | +9.7% | -6.5% | +16.2% | +10.6% |
| 1Y | +30.0% | -5.8% | +35.8% | +30.0% |
| 3Y | +172.6% | +43.1% | +129.5% | +132.6% |
| 5Y | +342.9% | +29.5% | +313.5% | +289.7% |
| 10Y | +1,099.7% | +388.8% | +710.9% | +556.1% |
| All | +1,578.1% | +7,018.3% | -5,440.2% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling