+72.5%
CCJ vs MSI
+76.3%
-3.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | +7.4% | -7.0% | -1.6% |
| 30D | -17.2% | +18.7% | -36.0% | -21.2% |
| 3M | -25.1% | +14.5% | -39.6% | -28.0% |
| 6M | -37.6% | +38.1% | -75.7% | -43.8% |
| YTD | -20.4% | +38.7% | -59.1% | -29.0% |
| 1Y | -22.5% | +35.4% | -57.9% | -30.2% |
| 3Y | +72.5% | +75.1% | -2.6% | +36.7% |
| All | +72.5% | +76.3% | -3.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling