+15,614.6%
MA vs CCJ
+121.0%
+15,493.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.4% |
| 7D | +2.3% | -7.3% | +9.6% | +3.8% |
| 30D | +14.7% | -20.0% | +34.6% | +19.6% |
| 3M | +13.5% | -23.8% | +37.3% | +19.1% |
| 6M | +33.1% | -42.4% | +75.5% | +46.7% |
| YTD | +15.1% | -22.1% | +37.1% | +16.9% |
| 1Y | +18.7% | -20.8% | +39.6% | +19.8% |
| 3Y | +72.1% | +75.7% | -3.7% | +35.8% |
| 5Y | +92.8% | +167.4% | -74.6% | +30.9% |
| 10Y | +571.6% | +826.3% | -254.7% | +185.1% |
| All | +15,614.6% | +121.0% | +15,493.6% | +7,537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling