+13,938.9%
MSFT vs CCJ
+1,091.6%
+12,847.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.8% |
| 7D | +1.7% | -7.3% | +9.0% | +3.1% |
| 30D | +0.2% | -20.0% | +20.1% | +4.4% |
| 3M | +6.4% | -23.8% | +30.2% | +11.5% |
| 6M | +28.7% | -42.4% | +71.1% | +41.6% |
| YTD | +10.4% | -22.1% | +32.5% | +13.2% |
| 1Y | +7.6% | -20.8% | +28.5% | +9.7% |
| 3Y | +52.3% | +75.7% | -23.4% | +27.6% |
| 5Y | +64.5% | +167.4% | -102.9% | +22.3% |
| 10Y | +917.8% | +826.3% | +91.5% | +436.5% |
| All | +13,938.9% | +1,091.6% | +12,847.3% | +6,111.3% |
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 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