+589.0%
DIS vs CCJ
+1,091.6%
-502.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.2% |
| 7D | +5.2% | -7.3% | +12.5% | +6.6% |
| 30D | +11.5% | -20.0% | +31.4% | +15.9% |
| 3M | +11.5% | -23.8% | +35.4% | +16.7% |
| 6M | +8.9% | -42.4% | +51.3% | +19.3% |
| YTD | +3.4% | -22.1% | +25.5% | +5.8% |
| 1Y | +7.2% | -20.8% | +28.0% | +9.1% |
| 3Y | +43.3% | +75.7% | -32.4% | +18.5% |
| 5Y | -31.4% | +167.4% | -198.9% | -49.8% |
| 10Y | +37.1% | +826.3% | -789.3% | -29.5% |
| All | +589.0% | +1,091.6% | -502.6% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling