+5,199.9%
HD vs CCJ
+1,583.6%
+3,616.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -8.4% | +6.9% | -15.3% | -9.4% |
| 3M | +4.3% | -11.6% | +16.0% | +5.8% |
| 6M | -11.1% | -16.2% | +5.1% | -9.5% |
| YTD | -4.7% | +10.1% | -14.8% | -7.4% |
| 1Y | -19.8% | +32.3% | -52.1% | -25.0% |
| 3Y | +4.1% | +171.3% | -167.2% | -16.0% |
| 5Y | +10.3% | +372.4% | -362.1% | -21.8% |
| 10Y | +203.2% | +1,070.0% | -866.9% | +70.7% |
| All | +5,199.9% | +1,583.6% | +3,616.2% | +2,589.1% |
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