-25.9%
CCJ vs MSI
+28.6%
-54.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -14.5% | +2.8% | -17.3% | -14.8% |
| 30D | -18.1% | +9.1% | -27.2% | -18.9% |
| 3M | -23.0% | +12.5% | -35.5% | -24.2% |
| 6M | -39.4% | +14.2% | -53.6% | -40.2% |
| YTD | -21.7% | +30.7% | -52.4% | -25.2% |
| 1Y | -25.9% | +27.5% | -53.4% | -20.7% |
| All | -25.9% | +28.6% | -54.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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