+1,065.3%
CCJ vs MTB
+172.9%
+892.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -3.2% | -0.4% | -2.7% | -3.1% |
| 30D | -1.3% | -4.6% | +3.3% | +0.1% |
| 3M | +2.5% | +7.4% | -4.9% | +0.2% |
| 6M | -18.9% | +18.7% | -37.5% | -23.0% |
| YTD | +6.5% | +21.1% | -14.6% | +0.4% |
| 1Y | +22.8% | +24.1% | -1.2% | +14.8% |
| 3Y | +164.5% | +115.3% | +49.1% | +105.7% |
| 5Y | +303.7% | +106.0% | +197.7% | +215.5% |
| All | +1,065.3% | +172.9% | +892.4% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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