+4,008.3%
MCK vs CCJ
+1,515.8%
+2,492.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -2.9% | -4.0% | +1.1% | -2.4% |
| 30D | +0.4% | -2.4% | +2.8% | +0.6% |
| 3M | +12.1% | -2.3% | +14.4% | +12.0% |
| 6M | -5.4% | -16.2% | +10.8% | -4.3% |
| YTD | +7.8% | +5.7% | +2.1% | +5.2% |
| 1Y | +22.9% | +21.3% | +1.7% | +16.8% |
| 3Y | +110.7% | +159.4% | -48.7% | +74.7% |
| 5Y | +346.2% | +300.7% | +45.5% | +235.6% |
| 10Y | +440.1% | +1,055.2% | -615.0% | +225.7% |
| All | +4,008.3% | +1,515.8% | +2,492.5% | +2,428.0% |
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 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