+172.9%
CCJ vs MTB
+61.7%
+111.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +3.7% | -2.0% | +5.7% | +4.4% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -24.7% | -12.1% | -12.6% | -21.4% |
| 6M | -38.1% | +7.3% | -45.4% | -39.7% |
| YTD | -18.8% | +11.5% | -30.3% | -21.9% |
| 1Y | -19.5% | +21.3% | -40.8% | -24.7% |
| 3Y | +75.9% | +104.1% | -28.2% | +34.3% |
| All | +172.9% | +61.7% | +111.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling