+36.3%
DIS vs CCJ
+802.9%
-766.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.6% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +10.3% | -17.2% | +27.6% | +13.3% |
| 3M | +15.5% | -25.1% | +40.7% | +20.1% |
| 6M | +11.2% | -37.6% | +48.8% | +18.4% |
| YTD | +5.6% | -20.4% | +25.9% | +7.1% |
| 1Y | +7.7% | -22.5% | +30.3% | +9.6% |
| 3Y | +39.3% | +72.5% | -33.2% | +18.2% |
| 5Y | -29.5% | +179.9% | -209.4% | -47.1% |
| 10Y | +36.3% | +772.6% | -736.4% | -22.3% |
| All | +36.3% | +802.9% | -766.7% | -22.3% |
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 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