+603.0%
DIS vs CCJ
+1,159.6%
-556.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.0% |
| 7D | +5.3% | +2.7% | +2.6% | +4.7% |
| 30D | +10.2% | -14.4% | +24.7% | +13.2% |
| 3M | +13.5% | -22.6% | +36.2% | +18.4% |
| 6M | +11.1% | -35.4% | +46.6% | +19.2% |
| YTD | +5.5% | -17.6% | +23.1% | +6.8% |
| 1Y | +9.1% | -18.1% | +27.3% | +10.4% |
| 3Y | +36.0% | +79.6% | -43.6% | +12.1% |
| 5Y | -29.8% | +175.3% | -205.1% | -48.9% |
| 10Y | +36.6% | +844.8% | -808.2% | -29.9% |
| All | +603.0% | +1,159.6% | -556.6% | +210.4% |
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