+495.5%
MSTR vs CCJ
+778.2%
-282.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.1% |
| 7D | -11.5% | +5.0% | -16.6% | -13.4% |
| 30D | -24.8% | -16.7% | -8.1% | -18.9% |
| 3M | +20.6% | -27.5% | +48.2% | +37.8% |
| 6M | -38.0% | -38.6% | +0.7% | -24.7% |
| YTD | -24.7% | -21.5% | -3.2% | -17.3% |
| 1Y | -49.1% | -22.3% | -26.8% | -44.0% |
| 3Y | +124.7% | +69.9% | +54.8% | +69.8% |
| 5Y | +40.9% | +163.6% | -122.6% | -11.3% |
| All | +495.5% | +778.2% | -282.7% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling