+415.5%
DAL vs CCJ
+90.9%
+324.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.4% |
| 7D | +2.3% | +3.7% | -1.4% | +1.4% |
| 30D | +14.3% | -13.7% | +28.0% | +18.3% |
| 3M | +1.3% | -24.7% | +26.0% | +8.2% |
| 6M | +29.3% | -38.1% | +67.4% | +44.1% |
| YTD | +33.0% | -18.8% | +51.8% | +36.5% |
| 1Y | +59.8% | -19.5% | +79.4% | +64.1% |
| 3Y | +177.2% | +75.9% | +101.3% | +120.1% |
| 5Y | +118.4% | +173.1% | -54.8% | +47.6% |
| 10Y | +121.4% | +813.5% | -692.1% | -3.3% |
| All | +415.5% | +90.9% | +324.6% | +113.3% |
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 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