+1,604.2%
CCJ vs MDY
+2,154.4%
-550.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | +5.9% | +1.0% | +4.9% | +5.0% |
| 30D | +4.7% | -3.1% | +7.8% | +7.7% |
| 3M | -3.3% | +1.8% | -5.1% | -4.4% |
| 6M | -7.0% | +10.8% | -17.8% | -13.9% |
| YTD | +11.5% | +14.4% | -3.0% | +0.8% |
| 1Y | +32.3% | +15.2% | +17.1% | +19.0% |
| 3Y | +176.8% | +51.2% | +125.7% | +98.6% |
| 5Y | +351.8% | +47.2% | +304.5% | +237.5% |
| 10Y | +1,080.5% | +171.1% | +909.4% | +425.4% |
| All | +1,604.2% | +2,154.4% | -550.2% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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