+2,715.8%
MSCI vs CCJ
+102.3%
+2,613.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.3% |
| 7D | +2.8% | -7.3% | +10.1% | +4.5% |
| 30D | +15.4% | -20.0% | +35.4% | +21.1% |
| 3M | +13.4% | -23.8% | +37.3% | +19.8% |
| 6M | +10.9% | -42.4% | +53.3% | +24.1% |
| YTD | +13.0% | -22.1% | +35.0% | +15.3% |
| 1Y | +12.0% | -20.8% | +32.9% | +13.4% |
| 3Y | +34.1% | +75.7% | -41.6% | +3.6% |
| 5Y | +3.9% | +167.4% | -163.6% | -31.9% |
| 10Y | +802.0% | +826.3% | -24.3% | +247.9% |
| All | +2,715.8% | +102.3% | +2,613.5% | +1,185.7% |
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