-2.5%
MS vs CCJ
-44.1%
+41.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.3% | -4.4% |
| 7D | -3.4% | -18.2% | +14.8% | +3.0% |
| 30D | -3.9% | -26.5% | +22.6% | +5.8% |
| 3M | -15.9% | -27.5% | +11.6% | -7.4% |
| 6M | -2.5% | -40.3% | +37.8% | +11.9% |
| All | -2.5% | -44.1% | +41.6% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling