+7.7%
DIS vs CCJ
-21.5%
+29.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.6% |
| 7D | +5.3% | +2.7% | +2.6% | +5.1% |
| 30D | +10.2% | -14.4% | +24.7% | +11.4% |
| 3M | +13.5% | -22.6% | +36.2% | +15.5% |
| 6M | +11.1% | -35.4% | +46.6% | +15.1% |
| YTD | +5.5% | -17.6% | +23.1% | +4.8% |
| All | +7.7% | -21.5% | +29.2% | +7.3% |
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 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