+26.8%
MSFT vs CCJ
-34.9%
+61.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.2% | -2.6% |
| 7D | -6.2% | +3.7% | -9.9% | -6.9% |
| 30D | -3.7% | -13.7% | +10.0% | -1.3% |
| 3M | +3.6% | -24.7% | +28.4% | +8.1% |
| 6M | +26.8% | -38.1% | +64.9% | +32.7% |
| All | +26.8% | -34.9% | +61.7% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling