+351.3%
DAL vs CCJ
+158.7%
+192.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -13.9% | +6.9% | -20.8% | -15.5% |
| 3M | +1.1% | -11.6% | +12.7% | +3.6% |
| 6M | +26.2% | -16.2% | +42.5% | +30.2% |
| YTD | +16.4% | +10.1% | +6.3% | +11.3% |
| 1Y | +33.9% | +32.3% | +1.6% | +19.8% |
| 3Y | +93.4% | +171.3% | -77.9% | +37.6% |
| 5Y | +106.4% | +372.4% | -266.0% | +20.3% |
| 10Y | +143.0% | +1,070.0% | -927.1% | -0.1% |
| All | +351.3% | +158.7% | +192.6% | +73.8% |
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