+1,129.1%
DIA vs CCJ
+2,959.2%
-1,830.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -1.5% | +6.9% | -8.4% | -2.8% |
| 3M | +3.8% | -11.6% | +15.4% | +5.5% |
| 6M | +10.3% | -16.2% | +26.5% | +12.5% |
| YTD | +12.1% | +10.1% | +2.0% | +8.5% |
| 1Y | +18.6% | +32.3% | -13.6% | +10.1% |
| 3Y | +60.6% | +171.3% | -110.7% | +26.7% |
| 5Y | +64.4% | +372.4% | -308.0% | +12.4% |
| 10Y | +250.1% | +1,070.0% | -819.9% | +85.6% |
| All | +1,129.1% | +2,959.2% | -1,830.1% | +461.3% |
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