+851.5%
DE vs CCJ
+1,065.5%
-214.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -2.6% | -4.0% | +1.5% | -1.9% |
| 30D | +9.0% | -2.4% | +11.4% | +9.3% |
| 3M | +19.1% | -2.3% | +21.5% | +19.1% |
| 6M | +14.4% | -16.2% | +30.6% | +16.9% |
| YTD | +45.9% | +5.7% | +40.3% | +42.6% |
| 1Y | +43.6% | +21.3% | +22.3% | +35.0% |
| 3Y | +75.9% | +159.4% | -83.5% | +36.6% |
| 5Y | +98.8% | +300.7% | -201.9% | +35.4% |
| All | +851.5% | +1,065.5% | -214.0% | +401.3% |
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 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