+872.1%
MSFT vs CCJ
+1,074.4%
-202.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.7% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | -2.1% | -1.3% | -0.7% | -2.0% |
| 3M | +24.2% | +2.5% | +21.6% | +23.2% |
| 6M | +21.9% | -18.9% | +40.7% | +24.9% |
| YTD | +2.5% | +6.5% | -4.0% | -0.4% |
| 1Y | -0.8% | +22.8% | -23.6% | -6.8% |
| 3Y | +50.8% | +164.5% | -113.7% | +19.7% |
| 5Y | +73.5% | +303.7% | -230.2% | +23.7% |
| All | +872.1% | +1,074.4% | -202.3% | +474.3% |
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