+11,878.7%
DHR vs CCJ
+1,583.6%
+10,295.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +4.0% | +6.9% | -2.9% | +2.8% |
| 3M | +11.5% | -11.6% | +23.1% | +13.0% |
| 6M | +1.9% | -16.2% | +18.1% | +3.5% |
| YTD | -8.9% | +10.1% | -19.0% | -11.9% |
| 1Y | +5.1% | +32.3% | -27.2% | -2.6% |
| 3Y | -10.3% | +171.3% | -181.6% | -28.9% |
| 5Y | -27.8% | +372.4% | -400.2% | -50.0% |
| 10Y | +203.6% | +1,070.0% | -866.4% | +62.4% |
| All | +11,878.7% | +1,583.6% | +10,295.0% | +5,543.8% |
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 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