+4,404.4%
DELL vs CCJ
+1,065.5%
+3,338.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.7% | +12.2% |
| 7D | +8.2% | -4.0% | +12.3% | +9.3% |
| 30D | +17.1% | -2.4% | +19.5% | +17.7% |
| 3M | +45.2% | -2.3% | +47.5% | +46.2% |
| 6M | +286.8% | -16.2% | +303.0% | +301.9% |
| YTD | +354.8% | +5.7% | +349.1% | +345.1% |
| 1Y | +358.3% | +21.3% | +337.0% | +329.8% |
| 3Y | +724.9% | +159.4% | +565.5% | +549.7% |
| 5Y | +1,193.7% | +300.7% | +893.0% | +817.6% |
| All | +4,404.4% | +1,065.5% | +3,338.9% | +2,380.1% |
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