+1,118.4%
CCJ vs DRI
+355.9%
+762.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | +5.9% | -1.2% | +7.2% | +6.2% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | -3.3% | +9.5% | -12.8% | -5.7% |
| 6M | -7.0% | +6.5% | -13.5% | -8.9% |
| YTD | +11.5% | +18.4% | -7.0% | +6.0% |
| 1Y | +32.3% | +4.2% | +28.1% | +29.5% |
| 3Y | +176.8% | +57.1% | +119.8% | +140.7% |
| 5Y | +351.8% | +70.4% | +281.4% | +281.2% |
| All | +1,118.4% | +355.9% | +762.4% | +700.7% |
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