+1,604.2%
CCJ vs DTE
+1,735.6%
-131.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.6% |
| 30D | +4.7% | -1.9% | +6.6% | +5.5% |
| 3M | -3.3% | -3.3% | 0.0% | -2.2% |
| 6M | -7.0% | -7.1% | +0.1% | -4.5% |
| YTD | +11.5% | +8.1% | +3.3% | +7.2% |
| 1Y | +32.3% | +5.3% | +27.0% | +28.6% |
| 3Y | +176.8% | +48.2% | +128.7% | +127.4% |
| 5Y | +351.8% | +33.2% | +318.6% | +286.8% |
| 10Y | +1,080.5% | +137.5% | +943.0% | +635.0% |
| All | +1,604.2% | +1,735.6% | -131.5% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling