+160.4%
MS vs CCJ
+69.7%
+90.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -1.4% |
| 7D | -1.6% | -7.3% | +5.7% | -0.1% |
| 30D | -3.8% | -20.0% | +16.2% | +0.5% |
| 3M | -14.6% | -23.8% | +9.2% | -10.1% |
| 6M | -5.1% | -42.4% | +37.3% | +4.7% |
| YTD | +4.5% | -22.1% | +26.6% | +8.3% |
| 1Y | +13.5% | -20.8% | +34.4% | +17.2% |
| 3Y | +160.4% | +75.7% | +84.7% | +136.4% |
| All | +160.4% | +69.7% | +90.7% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling