+1,004.0%
DUK vs CCJ
+1,578.1%
-574.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | -0.1% | +4.2% | -4.3% | -0.4% |
| 30D | +0.2% | +3.2% | -2.9% | -0.1% |
| 3M | -1.9% | -1.8% | -0.1% | -2.0% |
| 6M | -6.5% | -13.5% | +7.0% | -6.0% |
| YTD | +5.4% | +9.7% | -4.3% | +3.7% |
| 1Y | +3.6% | +30.0% | -26.4% | -0.1% |
| 3Y | +48.1% | +172.6% | -124.5% | +31.7% |
| 5Y | +39.6% | +342.9% | -303.4% | +16.2% |
| 10Y | +131.8% | +1,099.7% | -967.9% | +66.7% |
| All | +1,004.0% | +1,578.1% | -574.1% | +657.0% |
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