+5,553.7%
ADI vs CCJ
+1,583.6%
+3,970.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -3.8% | +6.9% | -10.7% | -5.4% |
| 3M | -15.3% | -11.6% | -3.6% | -13.0% |
| 6M | +6.7% | -16.2% | +22.9% | +10.3% |
| YTD | +34.8% | +10.1% | +24.7% | +30.0% |
| 1Y | +49.0% | +32.3% | +16.8% | +35.6% |
| 3Y | +108.1% | +171.3% | -63.2% | +53.7% |
| 5Y | +142.4% | +372.4% | -230.0% | +49.8% |
| 10Y | +589.9% | +1,070.0% | -480.1% | +209.6% |
| All | +5,553.7% | +1,583.6% | +3,970.1% | +1,746.9% |
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