+154.1%
MAR vs CCJ
+347.8%
-193.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | -0.5% | +4.2% | -4.7% | -1.1% |
| 30D | -4.7% | +3.2% | -7.8% | -5.2% |
| 3M | -15.6% | -1.8% | -13.8% | -15.6% |
| 6M | +1.2% | -13.5% | +14.8% | +2.5% |
| YTD | +7.5% | +9.7% | -2.3% | +3.9% |
| 1Y | +26.6% | +30.0% | -3.4% | +17.0% |
| 3Y | +66.0% | +172.6% | -106.6% | +27.0% |
| 5Y | +154.1% | +342.9% | -188.8% | +71.6% |
| All | +154.1% | +347.8% | -193.7% | +71.6% |
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 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