+772.6%
CCJ vs D
+44.7%
+727.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | -17.2% | +10.9% | -28.2% | -18.7% |
| 3M | -25.1% | +2.8% | -28.0% | -25.5% |
| 6M | -37.6% | +12.7% | -50.3% | -38.9% |
| YTD | -20.4% | +20.3% | -40.7% | -22.9% |
| 1Y | -22.5% | +17.1% | -39.6% | -24.7% |
| 3Y | +72.5% | +75.1% | -2.7% | +53.1% |
| 5Y | +179.9% | +13.1% | +166.7% | +172.5% |
| 10Y | +772.6% | +48.3% | +724.3% | +717.4% |
| All | +772.6% | +44.7% | +727.9% | +717.4% |
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