+176.8%
CCJ vs HDB
-27.8%
+204.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.9% |
| 7D | +5.9% | -2.0% | +8.0% | +6.4% |
| 30D | +4.7% | -4.9% | +9.6% | +5.9% |
| 3M | -3.3% | -2.3% | -1.0% | -3.2% |
| 6M | -7.0% | -23.7% | +16.7% | -1.8% |
| YTD | +11.5% | -38.5% | +49.9% | +22.2% |
| 1Y | +32.3% | -36.5% | +68.7% | +44.0% |
| 3Y | +176.8% | -28.5% | +205.3% | +187.0% |
| All | +176.8% | -27.8% | +204.6% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling