-28.3%
DOW vs CCJ
+182.9%
-211.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.2% |
| 7D | -0.5% | +3.7% | -4.2% | -0.9% |
| 30D | +15.7% | -13.7% | +29.4% | +17.3% |
| 3M | +5.3% | -24.7% | +30.0% | +8.1% |
| 6M | -14.2% | -38.1% | +23.9% | -10.0% |
| YTD | +43.9% | -18.8% | +62.7% | +43.7% |
| 1Y | +53.1% | -19.5% | +72.6% | +52.7% |
| 3Y | -21.8% | +75.9% | -97.7% | -35.0% |
| 5Y | -28.3% | +173.1% | -201.4% | -45.7% |
| All | -28.3% | +182.9% | -211.2% | -45.7% |
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