+143.3%
DELL vs CCJ
-26.2%
+169.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.2% |
| 7D | -24.6% | -14.5% | -10.1% | -18.4% |
| 30D | -32.5% | -18.1% | -14.4% | -25.5% |
| 3M | -20.2% | -23.0% | +2.8% | -9.6% |
| 6M | +76.5% | -39.4% | +115.9% | +113.7% |
| YTD | +198.9% | -21.7% | +220.6% | +226.1% |
| 1Y | +143.3% | -25.9% | +169.3% | +170.5% |
| All | +143.3% | -26.2% | +169.5% | +170.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling