+1,098.0%
CCJ vs DECK
+26,087.4%
-24,989.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 6M | -39.4% | -8.7% | -30.6% | -39.0% |
| YTD | -21.7% | -14.0% | -7.6% | -20.9% |
| 1Y | -25.9% | +12.0% | -38.0% | -27.5% |
| 3Y | +71.9% | -10.5% | +82.3% | +68.9% |
| 5Y | +167.3% | +28.5% | +138.8% | +149.5% |
| 10Y | +831.3% | +923.3% | -92.0% | +590.7% |
| All | +1,098.0% | +26,087.4% | -24,989.4% | +626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling