+102.9%
DAL vs CCJ
+163.1%
-60.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | +1.2% |
| 7D | +8.8% | -7.3% | +16.1% | +10.5% |
| 30D | +5.4% | -20.0% | +25.3% | +10.5% |
| 3M | -4.9% | -23.8% | +18.9% | +0.5% |
| 6M | +19.8% | -42.4% | +62.2% | +33.9% |
| YTD | +27.0% | -22.1% | +49.1% | +31.0% |
| 1Y | +52.5% | -20.8% | +73.3% | +56.4% |
| 3Y | +173.8% | +75.7% | +98.1% | +115.9% |
| All | +102.9% | +163.1% | -60.2% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling