+68.4%
CCJ vs DECK
-12.4%
+80.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.1% | -4.5% |
| 7D | -18.2% | +6.0% | -24.2% | -18.7% |
| 30D | -26.5% | +7.4% | -34.0% | -27.2% |
| 3M | -27.5% | -11.7% | -15.9% | -26.7% |
| 6M | -40.3% | -11.0% | -29.3% | -39.7% |
| YTD | -25.3% | -15.4% | -9.9% | -24.4% |
| 1Y | -28.1% | +7.2% | -35.4% | -29.3% |
| All | +68.4% | -12.4% | +80.8% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling