+160.4%
CCJ vs DRI
+73.9%
+86.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.7% |
| 7D | -7.3% | +2.8% | -10.1% | -8.2% |
| 30D | -20.0% | +13.3% | -33.2% | -23.3% |
| 3M | -23.8% | +8.2% | -32.0% | -26.1% |
| 6M | -42.4% | +17.5% | -59.9% | -46.0% |
| YTD | -22.1% | +26.9% | -49.0% | -29.4% |
| 1Y | -20.8% | +31.6% | -52.4% | -29.4% |
| 3Y | +75.7% | +67.0% | +8.8% | +34.9% |
| All | +160.4% | +73.9% | +86.5% | +95.6% |
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