+251.0%
DIA vs CCJ
+1,078.9%
-827.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.2% | +4.2% | -5.4% | -1.8% |
| 30D | -2.7% | +3.2% | -5.9% | -3.2% |
| 3M | +3.3% | -1.8% | +5.1% | +3.2% |
| 6M | +10.4% | -13.5% | +24.0% | +11.8% |
| YTD | +10.0% | +9.7% | +0.2% | +7.2% |
| 1Y | +16.2% | +30.0% | -13.8% | +9.7% |
| 3Y | +58.7% | +172.6% | -113.9% | +30.4% |
| 5Y | +63.6% | +342.9% | -279.4% | +20.6% |
| 10Y | +251.0% | +1,099.7% | -848.7% | +110.0% |
| All | +251.0% | +1,078.9% | -827.8% | +110.0% |
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