+51.2%
MSFT vs CCJ
+174.2%
-123.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -1.4% | +5.9% | -7.3% | -2.2% |
| 30D | -1.0% | +4.7% | -5.7% | -1.8% |
| 3M | +20.2% | -3.3% | +23.5% | +20.3% |
| 6M | +21.3% | -7.0% | +28.3% | +21.2% |
| YTD | +2.8% | +11.5% | -8.7% | -0.7% |
| 1Y | 0.0% | +32.3% | -32.3% | -6.9% |
| 3Y | +51.2% | +176.8% | -125.6% | +25.0% |
| All | +51.2% | +174.2% | -123.0% | +25.0% |
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