+1,583.6%
CCJ vs DECK
+25,117.6%
-23,534.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | +0.7% | -2.2% | +3.0% | +1.0% |
| 30D | +6.9% | -13.6% | +20.5% | +8.6% |
| 3M | -11.6% | -21.2% | +9.6% | -9.5% |
| 6M | -16.2% | -21.1% | +4.9% | -14.2% |
| YTD | +10.1% | -17.2% | +27.3% | +11.7% |
| 1Y | +32.3% | -30.7% | +63.0% | +36.2% |
| 3Y | +171.3% | -3.4% | +174.7% | +163.9% |
| 5Y | +372.4% | +25.5% | +346.8% | +342.1% |
| 10Y | +1,070.0% | +714.7% | +355.4% | +786.8% |
| All | +1,583.6% | +25,117.6% | -23,534.0% | +925.7% |
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