-19.5%
CCJ vs MOD
-33.2%
+13.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +0.8% |
| 7D | +3.7% | +8.2% | -4.5% | +0.9% |
| 30D | -13.7% | -38.2% | +24.5% | +0.2% |
| 3M | -24.7% | -46.2% | +21.5% | -9.1% |
| 6M | -38.1% | -62.5% | +24.4% | -16.8% |
| YTD | -18.8% | -20.1% | +1.3% | -13.1% |
| 1Y | -19.5% | -29.7% | +10.2% | -10.9% |
| All | -19.5% | -33.2% | +13.6% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling