+145.1%
MS vs CCJ
+369.1%
-224.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | -0.3% | +6.9% | -7.1% | -1.7% |
| 3M | +0.3% | -11.6% | +11.9% | +2.3% |
| 6M | +31.3% | -16.2% | +47.6% | +34.6% |
| YTD | +24.7% | +10.1% | +14.5% | +20.7% |
| 1Y | +47.9% | +32.3% | +15.6% | +36.6% |
| 3Y | +178.3% | +171.3% | +7.0% | +114.2% |
| All | +145.1% | +369.1% | -224.1% | +65.7% |
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