+1,046.6%
CCJ vs DECK
+718.3%
+328.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | +0.7% | -2.2% | +3.0% | +1.2% |
| 30D | +6.9% | -13.6% | +20.5% | +10.0% |
| 3M | -11.6% | -21.2% | +9.6% | -7.6% |
| 6M | -16.2% | -21.1% | +4.9% | -12.5% |
| YTD | +10.1% | -17.2% | +27.3% | +13.0% |
| 1Y | +32.3% | -30.7% | +63.0% | +39.9% |
| 3Y | +171.3% | -3.4% | +174.7% | +150.5% |
| 5Y | +372.4% | +25.5% | +346.8% | +293.7% |
| All | +1,046.6% | +718.3% | +328.3% | +532.8% |
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