+1,080.5%
CCJ vs D
+35.9%
+1,044.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.9% | +0.8% | +5.2% | +5.8% |
| 30D | +4.7% | -0.7% | +5.4% | +4.8% |
| 3M | -3.3% | +2.1% | -5.4% | -3.7% |
| 6M | -7.0% | +6.8% | -13.9% | -8.1% |
| YTD | +11.5% | +16.5% | -5.1% | +8.6% |
| 1Y | +32.3% | +19.2% | +13.1% | +28.2% |
| 3Y | +176.8% | +61.9% | +115.0% | +149.6% |
| 5Y | +351.8% | +6.5% | +345.3% | +343.9% |
| 10Y | +1,080.5% | +35.3% | +1,045.2% | +1,005.8% |
| All | +1,080.5% | +35.9% | +1,044.7% | +1,005.8% |
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