+13,121.1%
MSFT vs CCJ
+1,583.6%
+11,537.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +2.7% | +6.9% | -4.2% | +1.2% |
| 3M | +17.0% | -11.6% | +28.6% | +19.2% |
| 6M | +23.8% | -16.2% | +40.0% | +26.4% |
| YTD | +4.0% | +10.1% | -6.1% | +0.1% |
| 1Y | -0.8% | +32.3% | -33.1% | -8.9% |
| 3Y | +55.6% | +171.3% | -115.7% | +19.8% |
| 5Y | +72.9% | +372.4% | -299.5% | +14.6% |
| 10Y | +875.8% | +1,070.0% | -194.2% | +392.8% |
| All | +13,121.1% | +1,583.6% | +11,537.5% | +5,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling