+505.6%
MA vs CCJ
+1,070.5%
-564.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.6% |
| 7D | -1.8% | +5.9% | -7.7% | -2.5% |
| 30D | +1.4% | +4.7% | -3.3% | +0.7% |
| 3M | +17.7% | -3.3% | +21.0% | +17.8% |
| 6M | +9.7% | -7.0% | +16.7% | +9.5% |
| YTD | +0.5% | +11.5% | -11.0% | -2.7% |
| 1Y | -2.1% | +32.3% | -34.3% | -8.4% |
| 3Y | +40.1% | +176.8% | -136.7% | +12.7% |
| 5Y | +67.5% | +351.8% | -284.3% | +20.2% |
| 10Y | +505.6% | +1,080.5% | -574.9% | +269.5% |
| All | +505.6% | +1,070.5% | -564.9% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling