+820.4%
MSCI vs CCJ
+785.0%
+35.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -1.9% | +3.7% | -5.6% | -2.5% |
| 30D | +16.5% | -13.7% | +30.2% | +18.9% |
| 3M | +18.2% | -24.7% | +42.9% | +22.9% |
| 6M | +14.0% | -38.1% | +52.1% | +21.8% |
| YTD | +16.6% | -18.8% | +35.4% | +17.4% |
| 1Y | +14.8% | -19.5% | +34.3% | +15.5% |
| 3Y | +33.3% | +75.9% | -42.6% | +11.1% |
| 5Y | +9.1% | +173.1% | -164.0% | -19.9% |
| 10Y | +820.4% | +813.5% | +6.9% | +396.1% |
| All | +820.4% | +785.0% | +35.3% | +396.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling