+1,117.9%
CCJ vs DRI
+5,607.5%
-4,489.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.4% | +4.2% | -3.8% | -0.6% |
| 30D | -17.2% | +15.7% | -32.9% | -20.1% |
| 3M | -25.1% | +5.8% | -30.9% | -26.3% |
| 6M | -37.6% | +18.4% | -56.0% | -40.4% |
| YTD | -20.4% | +28.2% | -48.6% | -25.5% |
| 1Y | -22.5% | +35.9% | -58.4% | -28.6% |
| 3Y | +72.5% | +67.7% | +4.7% | +49.1% |
| 5Y | +179.9% | +77.9% | +102.0% | +137.6% |
| 10Y | +772.6% | +338.7% | +433.9% | +454.9% |
| All | +1,117.9% | +5,607.5% | -4,489.7% | +368.3% |
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