+1,583.6%
CCJ vs DRI
+5,269.7%
-3,686.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.7% | +0.6% | +0.2% | +0.6% |
| 30D | +6.9% | +3.8% | +3.0% | +5.8% |
| 3M | -11.6% | +13.0% | -24.7% | -14.4% |
| 6M | -16.2% | +8.3% | -24.5% | -18.2% |
| YTD | +10.1% | +20.6% | -10.5% | +4.7% |
| 1Y | +32.3% | +6.5% | +25.8% | +29.0% |
| 3Y | +171.3% | +53.7% | +117.6% | +139.7% |
| 5Y | +372.4% | +72.7% | +299.7% | +304.2% |
| 10Y | +1,070.0% | +363.2% | +706.9% | +636.0% |
| All | +1,583.6% | +5,269.7% | -3,686.1% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling