+2,175.0%
MKSI vs CCJ
+3,466.0%
-1,291.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | +4.9% | -3.2% | +8.1% | +5.9% |
| 30D | -11.0% | -1.3% | -9.6% | -10.7% |
| 3M | -17.1% | +2.5% | -19.6% | -17.5% |
| 6M | +16.4% | -18.9% | +35.3% | +24.1% |
| YTD | +64.3% | +6.5% | +57.8% | +60.7% |
| 1Y | +137.7% | +22.8% | +114.9% | +118.4% |
| 3Y | +189.1% | +164.5% | +24.6% | +106.4% |
| 5Y | +83.1% | +303.7% | -220.6% | +10.5% |
| 10Y | +509.4% | +1,064.0% | -554.7% | +143.7% |
| All | +2,175.0% | +3,466.0% | -1,291.0% | +568.9% |
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