+753.7%
CCJ vs MOD
+1,079.7%
-326.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +27.9% | -29.3% | -7.4% |
| 7D | -0.8% | +40.4% | -41.2% | -8.6% |
| 30D | -13.2% | -14.0% | +0.8% | -11.7% |
| 3M | -27.6% | -33.3% | +5.7% | -22.5% |
| 6M | -38.7% | -51.4% | +12.7% | -30.5% |
| YTD | -22.7% | +1.6% | -24.3% | -25.1% |
| 1Y | -17.6% | +5.4% | -23.0% | -21.0% |
| 3Y | +62.7% | +191.0% | -128.3% | +27.2% |
| 5Y | +159.7% | +1,093.1% | -933.4% | +55.6% |
| All | +753.7% | +1,079.7% | -326.0% | +387.7% |
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