+114.2%
ADI vs CCJ
+176.9%
-62.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | +2.4% | +5.9% | -3.5% | +1.1% |
| 30D | -6.6% | +4.7% | -11.3% | -7.6% |
| 3M | -9.8% | -3.3% | -6.5% | -9.5% |
| 6M | +15.7% | -7.0% | +22.7% | +16.5% |
| YTD | +35.1% | +11.5% | +23.7% | +30.8% |
| 1Y | +47.7% | +32.3% | +15.4% | +36.1% |
| All | +114.2% | +176.9% | -62.7% | +58.4% |
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