+163.9%
CCJ vs MOD
+1,086.9%
-922.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +27.9% | -29.3% | -8.7% |
| 7D | -0.8% | +40.4% | -41.2% | -10.4% |
| 30D | -13.2% | -14.0% | +0.8% | -11.3% |
| 3M | -27.6% | -33.3% | +5.7% | -21.2% |
| 6M | -38.7% | -51.4% | +12.7% | -28.3% |
| YTD | -22.7% | +1.6% | -24.3% | -25.8% |
| 1Y | -17.6% | +5.4% | -23.0% | -21.9% |
| 3Y | +62.7% | +191.0% | -128.3% | +22.2% |
| All | +163.9% | +1,086.9% | -922.9% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling