+772.6%
CCJ vs MOD
+920.5%
-147.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.7% |
| 7D | +0.4% | -17.8% | +18.3% | +4.1% |
| 30D | -17.2% | -43.2% | +26.0% | -7.2% |
| 3M | -25.1% | -46.0% | +20.9% | -15.4% |
| 6M | -37.6% | -62.2% | +24.7% | -24.7% |
| YTD | -20.4% | -22.8% | +2.4% | -17.4% |
| 1Y | -22.5% | -35.5% | +13.0% | -17.1% |
| 3Y | +72.5% | +128.2% | -55.8% | +43.9% |
| 5Y | +179.9% | +791.6% | -611.7% | +80.7% |
| 10Y | +772.6% | +886.3% | -113.7% | +444.8% |
| All | +772.6% | +920.5% | -147.9% | +444.8% |
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