+2,559.2%
CCJ vs HDB
+4,284.7%
-1,725.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | +0.4% | +12.7% | -12.3% | -4.0% |
| 30D | -17.2% | +16.6% | -33.9% | -22.0% |
| 3M | -25.1% | +10.8% | -35.9% | -28.3% |
| 6M | -37.6% | +3.8% | -41.4% | -39.1% |
| YTD | -20.4% | -28.9% | +8.5% | -11.0% |
| 1Y | -22.5% | -28.0% | +5.4% | -14.0% |
| 3Y | +72.5% | -7.2% | +79.6% | +70.6% |
| 5Y | +179.9% | -22.2% | +202.1% | +191.1% |
| 10Y | +772.6% | +63.6% | +709.0% | +538.6% |
| All | +2,559.2% | +4,284.7% | -1,725.5% | +716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling