+121.1%
MSTR vs CCJ
+67.4%
+53.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.8% |
| 7D | -13.4% | -0.8% | -12.6% | -13.2% |
| 30D | -22.1% | -13.2% | -8.9% | -16.9% |
| 3M | +15.0% | -27.6% | +42.6% | +32.8% |
| 6M | -37.3% | -38.7% | +1.4% | -23.0% |
| YTD | -26.5% | -22.7% | -3.9% | -17.6% |
| 1Y | -46.5% | -17.6% | -28.9% | -41.4% |
| 3Y | +121.1% | +62.7% | +58.4% | +77.3% |
| All | +121.1% | +67.4% | +53.7% | +77.3% |
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 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