+50.6%
MSFT vs CCJ
+75.2%
-24.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | +1.7% | -7.3% | +9.0% | +2.8% |
| 30D | +0.2% | -20.0% | +20.1% | +3.4% |
| 3M | +6.4% | -23.8% | +30.2% | +10.3% |
| 6M | +28.7% | -42.4% | +71.1% | +38.5% |
| YTD | +10.4% | -22.1% | +32.5% | +12.0% |
| 1Y | +7.6% | -20.8% | +28.5% | +8.7% |
| All | +50.6% | +75.2% | -24.6% | +25.4% |
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