+173.1%
CCJ vs MOS
-29.3%
+202.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +3.7% | +5.5% | -1.8% | +1.9% |
| 30D | -13.7% | +21.0% | -34.7% | -19.4% |
| 3M | -24.7% | -0.5% | -24.3% | -25.3% |
| 6M | -38.1% | +6.6% | -44.7% | -40.4% |
| YTD | -18.8% | -2.8% | -16.0% | -20.1% |
| 1Y | -19.5% | -8.1% | -11.5% | -19.6% |
| 3Y | +75.9% | -25.6% | +101.5% | +80.1% |
| 5Y | +173.1% | -29.8% | +202.9% | +129.3% |
| All | +173.1% | -29.3% | +202.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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