+1,089.0%
MSTR vs CCJ
+2,359.0%
-1,270.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -4.3% |
| 7D | -4.0% | +2.7% | -6.7% | -4.8% |
| 30D | -18.6% | -14.4% | -4.2% | -14.7% |
| 3M | +25.6% | -22.6% | +48.2% | +35.8% |
| 6M | -33.1% | -35.4% | +2.4% | -23.7% |
| YTD | -17.3% | -17.6% | +0.3% | -12.5% |
| 1Y | -48.1% | -18.1% | -29.9% | -45.0% |
| 3Y | +154.2% | +79.6% | +74.6% | +107.0% |
| 5Y | +46.2% | +175.3% | -129.1% | +7.2% |
| 10Y | +554.5% | +844.8% | -290.3% | +233.0% |
| All | +1,089.0% | +2,359.0% | -1,270.0% | +405.0% |
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