+73.1%
MA vs CCJ
+369.1%
-296.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +1.5% | +6.9% | -5.3% | +0.8% |
| 3M | +20.4% | -11.6% | +32.1% | +21.5% |
| 6M | +11.1% | -16.2% | +27.4% | +12.3% |
| YTD | +2.0% | +10.1% | -8.2% | -0.9% |
| 1Y | -2.2% | +32.3% | -34.4% | -8.1% |
| 3Y | +41.9% | +171.3% | -129.4% | +13.9% |
| All | +73.1% | +369.1% | -296.1% | +23.0% |
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 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