+75.7%
CCJ vs MOD
+129.2%
-53.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +2.5% |
| 7D | -7.3% | -25.5% | +18.3% | +0.8% |
| 30D | -20.0% | -49.0% | +29.1% | -1.8% |
| 3M | -23.8% | -49.8% | +26.0% | -6.7% |
| 6M | -42.4% | -64.8% | +22.4% | -22.2% |
| YTD | -22.1% | -27.6% | +5.6% | -17.0% |
| 1Y | -20.8% | -35.2% | +14.4% | -13.4% |
| 3Y | +75.7% | +137.1% | -61.4% | +46.5% |
| All | +75.7% | +129.2% | -53.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling