+569.8%
DELL vs CCJ
+159.0%
+410.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.3% |
| 30D | -32.1% | -13.2% | -18.9% | -28.1% |
| 3M | -30.2% | -27.6% | -2.6% | -21.6% |
| 6M | +41.7% | -38.7% | +80.4% | +67.6% |
| YTD | +176.6% | -22.7% | +199.3% | +199.6% |
| 1Y | +159.9% | -17.6% | +177.5% | +175.4% |
| 3Y | +388.0% | +62.7% | +325.3% | +300.8% |
| All | +569.8% | +159.0% | +410.9% | +379.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling