+72.5%
CCJ vs MOD
+138.1%
-65.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.4% |
| 7D | +0.4% | -17.8% | +18.3% | +5.8% |
| 30D | -17.2% | -43.2% | +26.0% | -1.9% |
| 3M | -25.1% | -46.0% | +20.9% | -10.4% |
| 6M | -37.6% | -62.2% | +24.7% | -17.6% |
| YTD | -20.4% | -22.8% | +2.4% | -17.0% |
| 1Y | -22.5% | -35.5% | +13.0% | -15.2% |
| 3Y | +72.5% | +128.2% | -55.8% | +41.5% |
| All | +72.5% | +138.1% | -65.7% | +41.5% |
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