+20.8%
MCD vs CCJ
+159.0%
-138.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | +14.1% | -13.2% | +27.3% | +14.4% |
| 3M | +0.6% | -27.6% | +28.2% | +1.2% |
| 6M | 0.0% | -38.7% | +38.7% | +1.0% |
| YTD | -9.3% | -22.7% | +13.4% | -9.2% |
| 1Y | -9.3% | -17.6% | +8.3% | -9.4% |
| 3Y | +8.6% | +62.7% | -54.1% | +3.6% |
| All | +20.8% | +159.0% | -138.2% | +13.5% |
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