+12.2%
DIS vs CCJ
-22.9%
+35.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +9.2% | -13.2% | +22.3% | +9.9% |
| 3M | +13.5% | -27.6% | +41.2% | +15.4% |
| 6M | +14.3% | -38.7% | +53.0% | +17.7% |
| YTD | +5.4% | -22.7% | +28.1% | +9.3% |
| 1Y | +12.2% | -17.6% | +29.7% | +16.4% |
| All | +12.2% | -22.9% | +35.0% | +16.4% |
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