-10.1%
DIS vs CCJ
+31.2%
-41.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +3.5% | +6.9% | -3.4% | +3.0% |
| 3M | +6.8% | -11.6% | +18.5% | +7.5% |
| 6M | +3.0% | -16.2% | +19.2% | +3.7% |
| YTD | -6.7% | +10.1% | -16.8% | -6.7% |
| 1Y | -10.1% | +32.3% | -42.4% | -9.2% |
| All | -10.1% | +31.2% | -41.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling