+159.9%
DELL vs CCJ
-22.9%
+182.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.4% |
| 7D | +4.9% | -0.8% | +5.7% | +5.5% |
| 30D | -32.1% | -13.2% | -18.9% | -26.5% |
| 3M | -30.2% | -27.6% | -2.6% | -18.4% |
| 6M | +41.7% | -38.7% | +80.4% | +72.2% |
| YTD | +176.6% | -22.7% | +199.3% | +207.5% |
| 1Y | +159.9% | -17.6% | +177.5% | +181.6% |
| All | +159.9% | -22.9% | +182.8% | +181.6% |
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