+346.3%
CCJ vs DRI
+73.5%
+272.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +0.7% | +0.6% | +0.2% | +0.5% |
| 30D | +6.9% | +3.8% | +3.0% | +5.4% |
| 3M | -11.6% | +13.0% | -24.7% | -15.6% |
| 6M | -16.2% | +8.3% | -24.5% | -19.0% |
| YTD | +10.1% | +20.6% | -10.5% | +2.0% |
| 1Y | +32.3% | +6.5% | +25.8% | +27.8% |
| 3Y | +171.3% | +53.7% | +117.6% | +118.3% |
| All | +346.3% | +73.5% | +272.8% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling