+1,091.6%
CCJ vs D
+1,260.0%
-168.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | -7.3% | +3.0% | -10.3% | -8.4% |
| 30D | -20.0% | +11.5% | -31.4% | -23.4% |
| 3M | -23.8% | +3.7% | -27.6% | -25.1% |
| 6M | -42.4% | +13.5% | -55.9% | -45.4% |
| YTD | -22.1% | +20.7% | -42.8% | -28.0% |
| 1Y | -20.8% | +18.2% | -39.1% | -26.4% |
| 3Y | +75.7% | +73.3% | +2.4% | +36.3% |
| 5Y | +167.4% | +12.3% | +155.2% | +144.9% |
| 10Y | +826.3% | +43.4% | +782.9% | +600.6% |
| All | +1,091.6% | +1,260.0% | -168.4% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling