+95.0%
MO vs CCJ
+162.5%
-67.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.2% |
| 7D | +0.1% | -4.0% | +4.2% | -0.1% |
| 30D | +7.1% | -2.4% | +9.5% | +7.1% |
| 3M | -2.0% | -2.3% | +0.4% | -1.8% |
| 6M | +7.3% | -16.2% | +23.5% | +7.1% |
| YTD | +23.5% | +5.7% | +17.8% | +24.0% |
| 1Y | +11.0% | +21.3% | -10.3% | +12.2% |
| 3Y | +95.0% | +159.4% | -64.4% | +94.2% |
| All | +95.0% | +162.5% | -67.5% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling