+346.1%
CCJ vs D
+5.6%
+340.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | +1.5% | -0.7% | +0.5% |
| 30D | +6.9% | -2.6% | +9.4% | +7.2% |
| 3M | -11.6% | 0.0% | -11.7% | -11.7% |
| 6M | -16.2% | +7.4% | -23.6% | -17.2% |
| YTD | +10.1% | +15.9% | -5.8% | +7.5% |
| 1Y | +32.3% | +18.1% | +14.2% | +28.5% |
| 3Y | +171.3% | +58.4% | +112.9% | +142.3% |
| All | +346.1% | +5.6% | +340.6% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling