+825.2%
CCJ vs DECK
+874.1%
-48.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -7.3% | +5.8% | -13.1% | -8.5% |
| 30D | -20.0% | +7.9% | -27.8% | -21.3% |
| 3M | -23.8% | -11.4% | -12.4% | -22.1% |
| 6M | -42.4% | -16.6% | -25.8% | -40.6% |
| YTD | -22.1% | -16.4% | -5.7% | -20.4% |
| 1Y | -20.8% | +8.6% | -29.5% | -23.8% |
| 3Y | +75.7% | -15.1% | +90.8% | +68.5% |
| 5Y | +167.4% | +22.9% | +144.6% | +123.8% |
| All | +825.2% | +874.1% | -48.9% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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