+76.5%
DE vs CCJ
+164.6%
-88.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +9.7% | -1.3% | +11.0% | +9.7% |
| 3M | +21.4% | +2.5% | +18.8% | +20.6% |
| 6M | +15.0% | -18.9% | +33.9% | +16.8% |
| YTD | +46.4% | +6.5% | +39.9% | +45.4% |
| 1Y | +45.6% | +22.8% | +22.8% | +41.9% |
| All | +76.5% | +164.6% | -88.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling