+1,289.4%
MET vs CCJ
+5,656.5%
-4,367.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | 0.0% | +3.7% | -3.6% | -1.1% |
| 30D | +3.4% | -13.7% | +17.1% | +7.5% |
| 3M | +7.0% | -24.7% | +31.7% | +15.1% |
| 6M | +34.6% | -38.1% | +72.8% | +51.6% |
| YTD | +34.0% | -18.8% | +52.7% | +36.2% |
| 1Y | +35.9% | -19.5% | +55.4% | +37.9% |
| 3Y | +85.5% | +75.9% | +9.6% | +36.4% |
| 5Y | +87.8% | +173.1% | -85.4% | +11.1% |
| 10Y | +199.7% | +813.5% | -613.8% | -3.3% |
| All | +1,289.4% | +5,656.5% | -4,367.1% | +242.7% |
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