+303.7%
CCJ vs DTE
+31.2%
+272.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -1.3% | -2.4% | +1.1% | -0.6% |
| 3M | +2.5% | -7.3% | +9.8% | +4.7% |
| 6M | -18.9% | -7.6% | -11.2% | -17.1% |
| YTD | +6.5% | +5.8% | +0.7% | +4.0% |
| 1Y | +22.8% | +2.3% | +20.5% | +21.1% |
| 3Y | +164.5% | +45.0% | +119.5% | +121.0% |
| 5Y | +303.7% | +33.2% | +270.5% | +254.9% |
| All | +303.7% | +31.2% | +272.5% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling