+5,308.5%
MO vs CCJ
+1,583.6%
+3,724.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +0.6% | +6.9% | -6.2% | 0.0% |
| 3M | -1.0% | -11.6% | +10.7% | -0.3% |
| 6M | +4.3% | -16.2% | +20.6% | +5.2% |
| YTD | +23.3% | +10.1% | +13.2% | +20.8% |
| 1Y | +10.5% | +32.3% | -21.8% | +5.8% |
| 3Y | +96.3% | +171.3% | -75.0% | +71.6% |
| 5Y | +98.9% | +372.4% | -273.5% | +59.9% |
| 10Y | +103.6% | +1,070.0% | -966.4% | +41.6% |
| All | +5,308.5% | +1,583.6% | +3,724.9% | +2,923.7% |
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