+553.7%
MS vs CCJ
+802.9%
-249.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +1.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -17.2% | +16.6% | +3.5% |
| 3M | -12.4% | -25.1% | +12.7% | -6.8% |
| 6M | -1.7% | -37.6% | +35.9% | +8.5% |
| YTD | +8.0% | -20.4% | +28.4% | +11.6% |
| 1Y | +16.2% | -22.5% | +38.7% | +20.6% |
| 3Y | +171.3% | +72.5% | +98.8% | +122.3% |
| 5Y | +124.8% | +179.9% | -55.1% | +56.3% |
| 10Y | +553.7% | +772.6% | -218.9% | +206.1% |
| All | +553.7% | +802.9% | -249.2% | +206.1% |
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