+4,084.2%
CCJ vs DKS
+6,292.4%
-2,208.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.7% | +3.0% | -2.3% | 0.0% |
| 30D | +6.9% | -30.5% | +37.4% | +14.6% |
| 3M | -11.6% | -35.7% | +24.0% | -3.6% |
| 6M | -16.2% | -29.7% | +13.5% | -10.8% |
| YTD | +10.1% | -28.9% | +39.0% | +16.6% |
| 1Y | +32.3% | -35.9% | +68.1% | +43.3% |
| 3Y | +171.3% | +28.2% | +143.1% | +137.3% |
| 5Y | +372.4% | +11.8% | +360.6% | +307.6% |
| 10Y | +1,070.0% | +211.6% | +858.4% | +583.5% |
| All | +4,084.2% | +6,292.4% | -2,208.2% | +1,157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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