+72.1%
MA vs CCJ
+69.7%
+2.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.5% |
| 7D | +2.3% | -7.3% | +9.6% | +2.4% |
| 30D | +14.7% | -20.0% | +34.6% | +15.0% |
| 3M | +13.5% | -23.8% | +37.3% | +13.8% |
| 6M | +33.1% | -42.4% | +75.5% | +34.3% |
| YTD | +15.1% | -22.1% | +37.1% | +14.3% |
| 1Y | +18.7% | -20.8% | +39.6% | +17.8% |
| 3Y | +72.1% | +75.7% | -3.7% | +58.4% |
| All | +72.1% | +69.7% | +2.4% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling