+172.8%
CCJ vs D
+58.5%
+114.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | +1.5% | -0.7% | +0.8% |
| 30D | +6.9% | -2.6% | +9.4% | +6.8% |
| 3M | -11.6% | 0.0% | -11.7% | -11.7% |
| 6M | -16.2% | +7.4% | -23.6% | -16.0% |
| YTD | +10.1% | +15.9% | -5.8% | +10.8% |
| 1Y | +32.3% | +18.1% | +14.2% | +33.1% |
| All | +172.8% | +58.5% | +114.3% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling