+151.3%
ADI vs CCJ
+69.8%
+81.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.9% |
| 7D | +13.4% | +5.0% | +8.3% | +12.0% |
| 30D | -1.3% | -16.7% | +15.4% | +3.1% |
| 3M | +6.8% | -27.5% | +34.3% | +15.0% |
| 6M | -1.9% | -38.6% | +36.7% | +9.0% |
| YTD | +52.3% | -21.5% | +73.8% | +59.7% |
| 1Y | +71.6% | -22.3% | +93.9% | +80.0% |
| All | +151.3% | +69.8% | +81.5% | +101.8% |
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