+133.5%
ADI vs CCJ
+339.7%
-206.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +2.6% | +4.2% | -1.6% | +1.7% |
| 30D | -4.6% | +3.2% | -7.8% | -5.4% |
| 3M | -9.5% | -1.8% | -7.7% | -9.4% |
| 6M | +14.8% | -13.5% | +28.4% | +17.6% |
| YTD | +35.8% | +9.7% | +26.1% | +31.5% |
| 1Y | +48.9% | +30.0% | +18.9% | +37.0% |
| 3Y | +115.6% | +172.6% | -57.0% | +59.2% |
| All | +133.5% | +339.7% | -206.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling