-10.9%
DOW vs CCJ
+743.7%
-754.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | -6.0% | +4.2% | -10.2% | -6.8% |
| 30D | -2.7% | +3.2% | -5.9% | -3.6% |
| 3M | -10.5% | -1.8% | -8.7% | -10.9% |
| 6M | -12.4% | -13.5% | +1.1% | -11.4% |
| YTD | +30.0% | +9.7% | +20.3% | +24.0% |
| 1Y | +27.8% | +30.0% | -2.2% | +15.3% |
| 3Y | -34.9% | +172.6% | -207.5% | -54.0% |
| 5Y | -35.9% | +342.9% | -378.8% | -63.1% |
| All | -10.9% | +743.7% | -754.6% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling