+180.5%
MSTR vs CCJ
+69.7%
+110.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -2.2% |
| 7D | -1.2% | -7.3% | +6.1% | +2.1% |
| 30D | -15.9% | -20.0% | +4.0% | -7.1% |
| 3M | +33.1% | -23.8% | +57.0% | +50.6% |
| 6M | -31.0% | -42.4% | +11.4% | -13.1% |
| YTD | -15.1% | -22.1% | +6.9% | -5.1% |
| 1Y | -45.6% | -20.8% | -24.8% | -39.6% |
| 3Y | +180.5% | +75.7% | +104.8% | +127.1% |
| All | +180.5% | +69.7% | +110.8% | +127.1% |
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 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