+64.1%
DIA vs CCJ
+346.5%
-282.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | +0.1% | +5.9% | -5.9% | -0.6% |
| 30D | -2.1% | +4.7% | -6.8% | -2.7% |
| 3M | +4.2% | -3.3% | +7.4% | +4.3% |
| 6M | +11.9% | -7.0% | +18.9% | +12.1% |
| YTD | +10.8% | +11.5% | -0.6% | +8.2% |
| 1Y | +17.5% | +32.3% | -14.8% | +11.5% |
| 3Y | +59.9% | +176.8% | -116.9% | +33.6% |
| 5Y | +64.1% | +351.8% | -287.7% | +25.9% |
| All | +64.1% | +346.5% | -282.4% | +25.9% |
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