+844.8%
CCJ vs D
+42.1%
+802.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -14.4% | +10.7% | -25.1% | -15.8% |
| 3M | -22.6% | +2.3% | -24.9% | -22.9% |
| 6M | -35.4% | +12.5% | -47.9% | -36.7% |
| YTD | -17.6% | +20.1% | -37.7% | -20.2% |
| 1Y | -18.1% | +15.6% | -33.7% | -20.3% |
| 3Y | +79.6% | +75.2% | +4.4% | +59.7% |
| 5Y | +175.3% | +14.6% | +160.7% | +167.6% |
| 10Y | +844.8% | +43.8% | +801.1% | +798.6% |
| All | +844.8% | +42.1% | +802.7% | +798.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling