+404.6%
DHI vs CCJ
+1,065.5%
-660.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.4% | -4.0% | +0.6% | -2.9% |
| 30D | -5.4% | -2.4% | -3.1% | -5.2% |
| 3M | -10.4% | -2.3% | -8.1% | -10.4% |
| 6M | -2.8% | -16.2% | +13.4% | -1.1% |
| YTD | -3.4% | +5.7% | -9.1% | -5.3% |
| 1Y | -22.9% | +21.3% | -44.2% | -26.7% |
| 3Y | +20.7% | +159.4% | -138.7% | -2.1% |
| 5Y | +62.1% | +300.7% | -238.5% | +17.7% |
| All | +404.6% | +1,065.5% | -660.9% | +199.7% |
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