-17.6%
CCJ vs MOD
-6.2%
-11.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +27.9% | -29.3% | -9.4% |
| 7D | -0.8% | +40.4% | -41.2% | -11.6% |
| 30D | -13.2% | -14.0% | +0.8% | -10.1% |
| 3M | -27.6% | -33.3% | +5.7% | -19.1% |
| 6M | -38.7% | -51.4% | +12.7% | -25.0% |
| YTD | -22.7% | +1.6% | -24.3% | -21.8% |
| 1Y | -17.6% | +5.4% | -23.0% | -18.1% |
| All | -17.6% | -6.2% | -11.4% | -18.1% |
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