+7.2%
DIS vs CCJ
-24.3%
+31.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | +5.2% | -7.3% | +12.5% | +5.8% |
| 30D | +11.5% | -20.0% | +31.4% | +13.3% |
| 3M | +11.5% | -23.8% | +35.4% | +13.5% |
| 6M | +8.9% | -42.4% | +51.3% | +14.2% |
| YTD | +3.4% | -22.1% | +25.5% | +3.0% |
| 1Y | +7.2% | -20.8% | +28.0% | +6.1% |
| All | +7.2% | -24.3% | +31.5% | +6.1% |
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 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