+2,662.4%
DELL vs CCJ
+765.4%
+1,897.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.8% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | -32.1% | -13.2% | -18.9% | -29.2% |
| 3M | -30.2% | -27.6% | -2.6% | -23.8% |
| 6M | +41.7% | -38.7% | +80.4% | +60.9% |
| YTD | +176.6% | -22.7% | +199.3% | +194.7% |
| 1Y | +159.9% | -17.6% | +177.5% | +172.5% |
| 3Y | +388.0% | +62.7% | +325.3% | +329.7% |
| 5Y | +578.2% | +159.7% | +418.5% | +434.4% |
| All | +2,662.4% | +765.4% | +1,897.0% | +1,621.4% |
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 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