+1,056.5%
CCJ vs DTE
+137.8%
+918.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -4.0% | -2.6% | -1.5% | -3.2% |
| 30D | -2.4% | -4.4% | +2.0% | -1.0% |
| 3M | -2.3% | -8.3% | +6.0% | +0.3% |
| 6M | -16.2% | -8.1% | -8.1% | -14.2% |
| YTD | +5.7% | +4.4% | +1.3% | +3.7% |
| 1Y | +21.3% | +0.2% | +21.1% | +20.5% |
| 3Y | +159.4% | +42.6% | +116.8% | +124.3% |
| 5Y | +300.7% | +31.5% | +269.2% | +256.7% |
| All | +1,056.5% | +137.8% | +918.6% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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