+915.1%
MSFT vs CCJ
+765.4%
+149.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -1.8% | -13.2% | +11.3% | +0.4% |
| 3M | +5.6% | -27.6% | +33.3% | +11.1% |
| 6M | +29.8% | -38.7% | +68.5% | +39.8% |
| YTD | +9.0% | -22.7% | +31.7% | +11.5% |
| 1Y | +4.9% | -17.6% | +22.5% | +5.9% |
| 3Y | +46.2% | +62.7% | -16.5% | +25.7% |
| 5Y | +62.1% | +159.7% | -97.6% | +23.7% |
| All | +915.1% | +765.4% | +149.7% | +484.5% |
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 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