+76.7%
CCJ vs DECK
-11.0%
+87.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.2% | -1.9% |
| 7D | -14.5% | +10.4% | -24.9% | -15.5% |
| 30D | -18.1% | +11.1% | -29.1% | -19.1% |
| 3M | -23.0% | -10.8% | -12.2% | -22.2% |
| 6M | -39.4% | -8.7% | -30.6% | -39.0% |
| YTD | -21.7% | -14.0% | -7.6% | -20.8% |
| 1Y | -25.9% | +12.0% | -38.0% | -27.5% |
| All | +76.7% | -11.0% | +87.7% | +87.3% |
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