+1,583.6%
CCJ vs MSI
+974.6%
+609.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.7% | -3.7% | +4.4% | +1.6% |
| 30D | +6.9% | +6.8% | 0.0% | +5.1% |
| 3M | -11.6% | +14.3% | -25.9% | -14.7% |
| 6M | -16.2% | -1.6% | -14.6% | -16.3% |
| YTD | +10.1% | +22.8% | -12.7% | +4.3% |
| 1Y | +32.3% | -1.1% | +33.4% | +31.6% |
| 3Y | +171.3% | +70.5% | +100.8% | +136.8% |
| 5Y | +372.4% | +102.8% | +269.6% | +296.9% |
| 10Y | +1,070.0% | +597.4% | +472.6% | +640.6% |
| All | +1,583.6% | +974.6% | +609.0% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling