-22.5%
CCJ vs DECK
+8.9%
-31.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +0.4% | +6.8% | -6.4% | -0.3% |
| 30D | -17.2% | +8.3% | -25.6% | -18.0% |
| 3M | -25.1% | -7.9% | -17.3% | -25.0% |
| 6M | -37.6% | -10.6% | -27.0% | -37.3% |
| YTD | -20.4% | -13.4% | -7.0% | -18.7% |
| 1Y | -22.5% | +12.5% | -35.0% | -21.4% |
| All | -22.5% | +8.9% | -31.4% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling