+34.1%
MSCI vs CCJ
+69.7%
-35.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.5% |
| 7D | +2.8% | -7.3% | +10.1% | +3.3% |
| 30D | +15.4% | -20.0% | +35.4% | +16.9% |
| 3M | +13.4% | -23.8% | +37.3% | +15.1% |
| 6M | +10.9% | -42.4% | +53.3% | +15.0% |
| YTD | +13.0% | -22.1% | +35.0% | +13.2% |
| 1Y | +12.0% | -20.8% | +32.9% | +11.9% |
| 3Y | +34.1% | +75.7% | -41.6% | +27.5% |
| All | +34.1% | +69.7% | -35.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling