+5,694.3%
HD vs CCJ
+1,117.9%
+4,576.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +20.7% | -17.2% | +38.0% | +23.9% |
| 3M | +0.8% | -25.1% | +25.9% | +4.8% |
| 6M | +12.2% | -37.6% | +49.8% | +19.4% |
| YTD | +4.2% | -20.4% | +24.6% | +6.0% |
| 1Y | -2.6% | -22.5% | +20.0% | -0.8% |
| 3Y | +30.0% | +72.5% | -42.5% | +12.4% |
| 5Y | +8.1% | +179.9% | -171.8% | -16.5% |
| 10Y | +247.2% | +772.6% | -525.4% | +103.9% |
| All | +5,694.3% | +1,117.9% | +4,576.4% | +2,976.4% |
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