+844.8%
CCJ vs MOD
+1,005.7%
-160.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.2% | +3.6% |
| 7D | +2.7% | -13.9% | +16.6% | +5.4% |
| 30D | -14.4% | -41.5% | +27.1% | -4.6% |
| 3M | -22.6% | -45.7% | +23.1% | -12.7% |
| 6M | -35.4% | -61.1% | +25.7% | -22.6% |
| YTD | -17.6% | -20.5% | +2.9% | -15.2% |
| 1Y | -18.1% | -32.1% | +14.0% | -13.3% |
| 3Y | +79.6% | +146.5% | -66.9% | +47.6% |
| 5Y | +175.3% | +812.7% | -637.5% | +76.3% |
| 10Y | +844.8% | +966.8% | -122.0% | +475.3% |
| All | +844.8% | +1,005.7% | -160.9% | +475.3% |
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