-89.9%
CDE vs CCJ
+1,604.2%
-1,694.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.4% |
| 7D | +2.3% | +5.9% | -3.7% | -0.8% |
| 30D | +18.8% | +4.7% | +14.1% | +15.8% |
| 3M | +23.5% | -3.3% | +26.8% | +26.1% |
| 6M | -8.6% | -7.0% | -1.6% | -4.2% |
| YTD | +16.0% | +11.5% | +4.5% | +11.3% |
| 1Y | +42.1% | +32.3% | +9.8% | +23.6% |
| 3Y | +835.9% | +176.8% | +659.1% | +438.8% |
| 5Y | +197.6% | +351.8% | -154.2% | +27.5% |
| 10Y | +39.6% | +1,080.5% | -1,041.0% | -69.2% |
| All | -89.9% | +1,604.2% | -1,694.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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