+58.4%
DAL vs CCJ
-21.5%
+80.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +4.0% |
| 7D | +10.0% | +2.7% | +7.3% | +9.4% |
| 30D | +12.0% | -14.4% | +26.4% | +15.6% |
| 3M | +0.8% | -22.6% | +23.4% | +5.9% |
| 6M | +26.2% | -35.4% | +61.6% | +35.9% |
| YTD | +33.7% | -17.6% | +51.3% | +34.2% |
| All | +58.4% | -21.5% | +80.0% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling