+349.8%
CCJ vs MTB
+103.8%
+246.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.9% | +2.8% | +3.2% | +5.0% |
| 30D | +4.7% | -4.2% | +8.9% | +6.2% |
| 3M | -3.3% | +7.8% | -11.1% | -5.9% |
| 6M | -7.0% | +14.8% | -21.9% | -11.5% |
| YTD | +11.5% | +20.8% | -9.3% | +4.3% |
| 1Y | +32.3% | +23.1% | +9.2% | +22.9% |
| 3Y | +176.8% | +114.8% | +62.0% | +106.7% |
| All | +349.8% | +103.8% | +246.0% | +230.7% |
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