+92.3%
MA vs CCJ
+163.1%
-70.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | +2.3% | -7.3% | +9.6% | +3.0% |
| 30D | +14.7% | -20.0% | +34.6% | +17.0% |
| 3M | +13.5% | -23.8% | +37.3% | +16.1% |
| 6M | +33.1% | -42.4% | +75.5% | +39.8% |
| YTD | +15.1% | -22.1% | +37.1% | +15.3% |
| 1Y | +18.7% | -20.8% | +39.6% | +18.5% |
| 3Y | +72.1% | +75.7% | -3.7% | +43.0% |
| All | +92.3% | +163.1% | -70.7% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling