+1,046.6%
CCJ vs MOD
+1,642.7%
-596.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | +0.7% | +9.6% | -8.9% | -1.2% |
| 30D | +6.9% | 0.0% | +6.8% | +6.8% |
| 3M | -11.6% | -35.4% | +23.7% | -4.0% |
| 6M | -16.2% | -7.3% | -8.9% | -15.7% |
| YTD | +10.1% | +45.8% | -35.7% | +0.7% |
| 1Y | +32.3% | +43.1% | -10.9% | +20.7% |
| 3Y | +171.3% | +297.7% | -126.4% | +102.4% |
| 5Y | +372.4% | +1,478.8% | -1,106.4% | +174.8% |
| All | +1,046.6% | +1,642.7% | -596.1% | +562.4% |
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