+636.7%
DELL vs CCJ
+164.6%
+472.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.4% | -4.2% |
| 7D | -1.9% | -3.2% | +1.3% | -0.6% |
| 30D | +14.9% | -1.3% | +16.2% | +15.5% |
| 3M | +37.2% | +2.5% | +34.7% | +36.0% |
| 6M | +254.0% | -18.9% | +272.9% | +278.5% |
| YTD | +306.1% | +6.5% | +299.7% | +285.9% |
| 1Y | +312.3% | +22.8% | +289.4% | +259.9% |
| All | +636.7% | +164.6% | +472.1% | +363.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling