-2.2%
MA vs CCJ
+31.2%
-33.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +1.5% | +6.9% | -5.3% | +1.9% |
| 3M | +20.4% | -11.6% | +32.1% | +20.0% |
| 6M | +11.1% | -16.2% | +27.4% | +10.8% |
| YTD | +2.0% | +10.1% | -8.2% | +2.3% |
| 1Y | -2.2% | +32.3% | -34.4% | -2.0% |
| All | -2.2% | +31.2% | -33.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling