+19.0%
MSCI vs CCJ
-26.2%
+45.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.4% |
| 7D | +11.5% | -14.5% | +26.0% | +11.2% |
| 30D | +22.1% | -18.1% | +40.1% | +21.7% |
| 3M | +18.4% | -23.0% | +41.4% | +17.9% |
| 6M | +16.6% | -39.4% | +56.0% | +17.1% |
| YTD | +18.8% | -21.7% | +40.5% | +19.5% |
| 1Y | +19.0% | -25.9% | +44.9% | +19.6% |
| All | +19.0% | -26.2% | +45.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling