+4,681.2%
DELL vs CCJ
+1,027.6%
+3,653.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +0.7% | +14.2% | +14.7% |
| 30D | +13.3% | +6.9% | +6.4% | +11.4% |
| 3M | +24.4% | -11.6% | +36.0% | +28.2% |
| 6M | +258.0% | -16.2% | +274.2% | +271.1% |
| YTD | +320.2% | +10.1% | +310.1% | +307.1% |
| 1Y | +319.1% | +32.3% | +286.8% | +284.9% |
| 3Y | +706.5% | +171.3% | +535.2% | +528.1% |
| 5Y | +1,071.9% | +372.4% | +699.5% | +705.2% |
| 10Y | +4,683.5% | +1,070.0% | +3,613.4% | +2,628.7% |
| All | +4,681.2% | +1,027.6% | +3,653.6% | +2,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling