+556.2%
MS vs CCJ
+785.0%
-228.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -1.7% | +3.7% | -5.4% | -2.6% |
| 30D | +0.9% | -13.7% | +14.6% | +4.2% |
| 3M | -10.8% | -24.7% | +13.9% | -5.2% |
| 6M | +0.9% | -38.1% | +39.0% | +11.6% |
| YTD | +9.8% | -18.8% | +28.6% | +12.9% |
| 1Y | +17.1% | -19.5% | +36.6% | +20.4% |
| 3Y | +175.7% | +75.9% | +99.8% | +124.8% |
| 5Y | +125.9% | +173.1% | -47.3% | +58.0% |
| 10Y | +556.2% | +813.5% | -257.3% | +194.8% |
| All | +556.2% | +785.0% | -228.8% | +194.8% |
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