+2,907.6%
MS vs CCJ
+1,042.0%
+1,865.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.7% | -1.3% | -4.3% |
| 7D | -3.4% | -18.2% | +14.8% | +3.3% |
| 30D | -3.9% | -26.5% | +22.6% | +6.5% |
| 3M | -15.9% | -27.5% | +11.6% | -6.7% |
| 6M | -2.5% | -40.3% | +37.8% | +14.7% |
| YTD | +5.1% | -25.3% | +30.4% | +12.3% |
| 1Y | +13.0% | -28.1% | +41.1% | +21.9% |
| 3Y | +160.7% | +63.8% | +96.8% | +93.6% |
| 5Y | +114.0% | +156.3% | -42.3% | +24.7% |
| 10Y | +637.5% | +787.8% | -150.3% | +119.7% |
| All | +2,907.6% | +1,042.0% | +1,865.6% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling