-22.5%
DIS vs CCJ
+159.0%
-181.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +9.2% | -13.2% | +22.3% | +11.2% |
| 3M | +13.5% | -27.6% | +41.2% | +18.5% |
| 6M | +14.3% | -38.7% | +53.0% | +21.8% |
| YTD | +5.4% | -22.7% | +28.1% | +7.1% |
| 1Y | +12.2% | -17.6% | +29.7% | +12.6% |
| 3Y | +37.2% | +62.7% | -25.5% | +14.4% |
| All | -22.5% | +159.0% | -181.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling