+203.4%
HD vs CCJ
+1,074.4%
-871.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -1.2% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | -13.1% | -1.3% | -11.8% | -13.1% |
| 3M | -3.4% | +2.5% | -6.0% | -3.9% |
| 6M | -12.6% | -18.9% | +6.3% | -10.9% |
| YTD | -9.2% | +6.5% | -15.7% | -10.9% |
| 1Y | -23.9% | +22.8% | -46.8% | -27.2% |
| 3Y | +0.4% | +164.5% | -164.0% | -15.8% |
| 5Y | +4.5% | +303.7% | -299.2% | -19.9% |
| All | +203.4% | +1,074.4% | -871.0% | +81.0% |
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 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