+70.7%
MA vs CCJ
+67.4%
+3.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +9.6% | -13.2% | +22.8% | +9.8% |
| 3M | +16.8% | -27.6% | +44.4% | +17.2% |
| 6M | +35.2% | -38.7% | +73.9% | +36.2% |
| YTD | +16.6% | -22.7% | +39.3% | +15.8% |
| 1Y | +19.8% | -17.6% | +37.4% | +18.6% |
| 3Y | +70.7% | +62.7% | +8.0% | +56.4% |
| All | +70.7% | +67.4% | +3.3% | +56.4% |
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