+797.0%
CCJ vs D
+48.9%
+748.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | +3.7% | -2.4% | +6.1% | +4.0% |
| 30D | -13.7% | +9.0% | -22.7% | -14.9% |
| 3M | -24.7% | +1.0% | -25.7% | -24.9% |
| 6M | -38.1% | +11.0% | -49.1% | -39.3% |
| YTD | -18.8% | +19.8% | -38.5% | -21.3% |
| 1Y | -19.5% | +16.0% | -35.5% | -21.7% |
| 3Y | +75.9% | +74.4% | +1.5% | +56.3% |
| 5Y | +173.1% | +13.5% | +159.6% | +165.8% |
| All | +797.0% | +48.9% | +748.1% | +757.4% |
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