+25.9%
HD vs CCJ
+69.7%
-43.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.2% | -2.1% |
| 7D | +4.3% | -7.3% | +11.6% | +4.8% |
| 30D | +20.2% | -20.0% | +40.1% | +21.8% |
| 3M | -1.0% | -23.8% | +22.8% | +0.6% |
| 6M | +7.9% | -42.4% | +50.3% | +11.4% |
| YTD | +2.0% | -22.1% | +24.1% | +3.2% |
| 1Y | -4.3% | -20.8% | +16.5% | -3.3% |
| 3Y | +25.9% | +75.7% | -49.8% | +22.5% |
| All | +25.9% | +69.7% | -43.8% | +22.5% |
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