+3,467.5%
MS vs CCJ
+1,583.6%
+1,883.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +0.7% | +0.6% | +1.1% |
| 30D | -0.3% | +6.9% | -7.1% | -2.7% |
| 3M | +0.3% | -11.6% | +11.9% | +3.9% |
| 6M | +31.3% | -16.2% | +47.6% | +37.0% |
| YTD | +24.7% | +10.1% | +14.5% | +17.2% |
| 1Y | +47.9% | +32.3% | +15.6% | +27.5% |
| 3Y | +178.3% | +171.3% | +7.0% | +73.4% |
| 5Y | +144.9% | +372.4% | -227.5% | +13.3% |
| 10Y | +804.5% | +1,070.0% | -265.5% | +146.6% |
| All | +3,467.5% | +1,583.6% | +1,883.8% | +847.2% |
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