+122.2%
MS vs CCJ
+177.3%
-55.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -17.2% | +16.6% | +3.2% |
| 3M | -12.4% | -25.1% | +12.7% | -7.2% |
| 6M | -1.7% | -37.6% | +35.9% | +7.5% |
| YTD | +8.0% | -20.4% | +28.4% | +11.4% |
| 1Y | +16.2% | -22.5% | +38.7% | +20.3% |
| 3Y | +171.3% | +72.5% | +98.8% | +125.9% |
| All | +122.2% | +177.3% | -55.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling