+1,099.7%
CCJ vs HDB
+32.4%
+1,067.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.0% |
| 7D | +4.2% | -4.9% | +9.0% | +5.8% |
| 30D | +3.2% | -5.8% | +9.0% | +5.0% |
| 3M | -1.8% | -5.2% | +3.4% | -0.7% |
| 6M | -13.5% | -25.7% | +12.2% | -5.9% |
| YTD | +9.7% | -39.6% | +49.3% | +26.9% |
| 1Y | +30.0% | -36.9% | +66.9% | +48.1% |
| 3Y | +172.6% | -29.7% | +202.3% | +194.4% |
| 5Y | +342.9% | -37.8% | +380.7% | +387.6% |
| 10Y | +1,099.7% | +33.7% | +1,066.0% | +897.5% |
| All | +1,099.7% | +32.4% | +1,067.3% | +897.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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