+2,200.0%
MRSH vs CCJ
+1,578.1%
+621.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -5.9% | +4.2% | -10.0% | -6.3% |
| 30D | -7.3% | +3.2% | -10.5% | -7.8% |
| 3M | +7.4% | -1.8% | +9.3% | +7.2% |
| 6M | -0.7% | -13.5% | +12.9% | 0.0% |
| YTD | -3.2% | +9.7% | -12.9% | -6.0% |
| 1Y | -10.6% | +30.0% | -40.6% | -15.9% |
| 3Y | -4.6% | +172.6% | -177.2% | -21.2% |
| 5Y | +19.3% | +342.9% | -323.7% | -11.0% |
| 10Y | +217.3% | +1,099.7% | -882.5% | +90.7% |
| All | +2,200.0% | +1,578.1% | +621.9% | +1,180.6% |
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