+104.3%
DAL vs CCJ
+765.4%
-661.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +12.8% | -13.2% | +26.0% | +16.3% |
| 3M | -5.3% | -27.6% | +22.4% | +1.4% |
| 6M | +22.4% | -38.7% | +61.1% | +35.1% |
| YTD | +25.6% | -22.7% | +48.3% | +30.1% |
| 1Y | +45.5% | -17.6% | +63.1% | +48.3% |
| 3Y | +161.0% | +62.7% | +98.3% | +115.0% |
| 5Y | +112.2% | +159.7% | -47.5% | +49.6% |
| All | +104.3% | +765.4% | -661.1% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling