+1,110.0%
DIA vs CCJ
+2,156.9%
-1,046.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -1.6% | +3.7% | -5.3% | -2.3% |
| 30D | +1.3% | -13.7% | +15.0% | +3.7% |
| 3M | -2.1% | -24.7% | +22.7% | +2.4% |
| 6M | +6.2% | -38.1% | +44.4% | +14.3% |
| YTD | +10.3% | -18.8% | +29.1% | +12.2% |
| 1Y | +11.0% | -19.5% | +30.5% | +12.8% |
| 3Y | +60.4% | +75.9% | -15.5% | +36.3% |
| 5Y | +59.1% | +173.1% | -114.0% | +20.4% |
| 10Y | +237.1% | +813.5% | -576.4% | +86.0% |
| All | +1,110.0% | +2,156.9% | -1,046.9% | +480.1% |
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