-10.3%
DIS vs CCJ
+33.1%
-43.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -1.1% | +5.9% | -7.0% | -1.4% |
| 30D | +0.1% | +4.7% | -4.6% | -0.2% |
| 3M | +7.1% | -3.3% | +10.4% | +7.2% |
| 6M | +4.3% | -7.0% | +11.3% | +4.8% |
| YTD | -6.9% | +11.5% | -18.4% | -6.9% |
| 1Y | -10.3% | +32.3% | -42.6% | -9.4% |
| All | -10.3% | +33.1% | -43.4% | -9.4% |
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