+794.2%
MS vs CCJ
+1,070.5%
-276.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +2.5% | +5.9% | -3.5% | +1.1% |
| 30D | 0.0% | +4.7% | -4.7% | -1.2% |
| 3M | +2.4% | -3.3% | +5.7% | +2.9% |
| 6M | +36.4% | -7.0% | +43.4% | +37.2% |
| YTD | +23.8% | +11.5% | +12.4% | +18.8% |
| 1Y | +48.6% | +32.3% | +16.4% | +35.4% |
| 3Y | +179.1% | +176.8% | +2.3% | +105.3% |
| 5Y | +144.8% | +351.8% | -207.0% | +51.7% |
| 10Y | +794.2% | +1,080.5% | -286.3% | +305.7% |
| All | +794.2% | +1,070.5% | -276.3% | +305.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling