+156.3%
CCJ vs DECK
+25.8%
+130.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.1% | -4.4% |
| 7D | -18.2% | +6.0% | -24.2% | -19.1% |
| 30D | -26.5% | +7.4% | -34.0% | -27.6% |
| 3M | -27.5% | -11.7% | -15.9% | -26.0% |
| 6M | -40.3% | -11.0% | -29.3% | -39.4% |
| YTD | -25.3% | -15.4% | -9.9% | -23.9% |
| 1Y | -28.1% | +7.2% | -35.4% | -30.4% |
| 3Y | +63.8% | -11.8% | +75.7% | +52.3% |
| 5Y | +156.3% | +24.3% | +132.0% | +118.9% |
| All | +156.3% | +25.8% | +130.5% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling