+2,417.1%
MSCI vs CCJ
+185.8%
+2,231.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +0.6% | +6.9% | -6.3% | -1.3% |
| 3M | -7.1% | -11.6% | +4.6% | -5.3% |
| 6M | +0.8% | -16.2% | +17.1% | +3.0% |
| YTD | +1.0% | +10.1% | -9.1% | -4.4% |
| 1Y | +4.3% | +32.3% | -28.0% | -6.9% |
| 3Y | +9.9% | +171.3% | -161.4% | -23.4% |
| 5Y | -6.8% | +372.4% | -379.1% | -47.4% |
| 10Y | +614.7% | +1,070.0% | -455.4% | +164.2% |
| All | +2,417.1% | +185.8% | +2,231.3% | +965.8% |
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