+1,099.7%
CCJ vs MSI
+593.5%
+506.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +4.2% | -4.0% | +8.2% | +5.8% |
| 30D | +3.2% | -0.5% | +3.6% | +3.3% |
| 3M | -1.8% | +11.4% | -13.2% | -6.4% |
| 6M | -13.5% | +1.0% | -14.5% | -14.6% |
| YTD | +9.7% | +20.7% | -10.9% | +0.7% |
| 1Y | +30.0% | -2.7% | +32.7% | +29.9% |
| 3Y | +172.6% | +68.2% | +104.4% | +115.9% |
| 5Y | +342.9% | +100.0% | +243.0% | +224.2% |
| 10Y | +1,099.7% | +596.9% | +502.9% | +621.5% |
| All | +1,099.7% | +593.5% | +506.2% | +621.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling