+5,849.7%
DE vs CCJ
+1,583.6%
+4,266.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +10.0% | +0.7% | +9.3% | +9.7% |
| 30D | +13.3% | +6.9% | +6.5% | +11.1% |
| 3M | +17.5% | -11.6% | +29.2% | +20.3% |
| 6M | +13.6% | -16.2% | +29.8% | +17.1% |
| YTD | +49.8% | +10.1% | +39.7% | +42.8% |
| 1Y | +47.9% | +32.3% | +15.6% | +31.5% |
| 3Y | +72.5% | +171.3% | -98.8% | +19.0% |
| 5Y | +90.2% | +372.4% | -282.2% | +5.3% |
| 10Y | +865.4% | +1,070.0% | -204.7% | +259.7% |
| All | +5,849.7% | +1,583.6% | +4,266.1% | +1,875.9% |
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