+753.7%
CCJ vs DRI
+331.7%
+421.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -13.2% | +9.7% | -22.9% | -15.2% |
| 3M | -27.6% | +3.2% | -30.8% | -28.4% |
| 6M | -38.7% | +20.6% | -59.3% | -41.9% |
| YTD | -22.7% | +28.3% | -50.9% | -28.0% |
| 1Y | -17.6% | +34.5% | -52.1% | -24.3% |
| 3Y | +62.7% | +66.5% | -3.8% | +39.2% |
| 5Y | +159.7% | +79.6% | +80.1% | +115.8% |
| All | +753.7% | +331.7% | +421.9% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling