+40.9%
DUK vs CCJ
+281.7%
-240.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | -4.0% | +3.4% | -0.6% |
| 30D | -2.4% | -2.4% | -0.1% | -2.4% |
| 3M | -3.0% | -2.3% | -0.7% | -3.0% |
| 6M | -6.6% | -16.2% | +9.7% | -6.3% |
| YTD | +4.6% | +5.7% | -1.1% | +4.0% |
| 1Y | +1.2% | +21.3% | -20.0% | +0.1% |
| 3Y | +45.7% | +159.4% | -113.7% | +37.0% |
| All | +40.9% | +281.7% | -240.8% | +28.7% |
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