+825.2%
CCJ vs MOD
+911.6%
-86.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +3.1% |
| 7D | -7.3% | -25.5% | +18.3% | -1.8% |
| 30D | -20.0% | -49.0% | +29.1% | -8.1% |
| 3M | -23.8% | -49.8% | +26.0% | -12.6% |
| 6M | -42.4% | -64.8% | +22.4% | -29.4% |
| YTD | -22.1% | -27.6% | +5.6% | -18.1% |
| 1Y | -20.8% | -35.2% | +14.4% | -15.2% |
| 3Y | +75.7% | +137.1% | -61.4% | +46.2% |
| 5Y | +167.4% | +760.3% | -592.8% | +73.9% |
| All | +825.2% | +911.6% | -86.4% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling