-21.4%
DOW vs CCJ
+75.9%
-97.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.3% |
| 7D | -0.5% | +3.7% | -4.2% | -0.7% |
| 30D | +15.7% | -13.7% | +29.4% | +16.5% |
| 3M | +5.3% | -24.7% | +30.0% | +6.7% |
| 6M | -14.2% | -38.1% | +23.9% | -11.7% |
| YTD | +43.9% | -18.8% | +62.7% | +42.9% |
| 1Y | +53.1% | -19.5% | +72.6% | +51.9% |
| All | -21.4% | +75.9% | -97.3% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling