+70.9%
CCJ vs MTB
+105.4%
-34.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +3.7% | -2.0% | +5.7% | +4.3% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -24.7% | -12.1% | -12.6% | -22.3% |
| 6M | -38.1% | +7.3% | -45.4% | -39.4% |
| YTD | -18.8% | +11.5% | -30.3% | -21.0% |
| 1Y | -19.5% | +21.3% | -40.8% | -23.0% |
| All | +70.9% | +105.4% | -34.5% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling