+28.9%
JD vs CCJ
+859.4%
-830.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.7% |
| 7D | +7.9% | +2.7% | +5.2% | +7.2% |
| 30D | +4.8% | -14.4% | +19.2% | +7.8% |
| 3M | -13.9% | -22.6% | +8.7% | -9.9% |
| 6M | -5.8% | -35.4% | +29.6% | +1.7% |
| YTD | +2.4% | -17.6% | +20.0% | +3.7% |
| 1Y | -7.5% | -18.1% | +10.6% | -6.6% |
| 3Y | +20.9% | +79.6% | -58.7% | -2.9% |
| 5Y | -58.0% | +175.3% | -233.3% | -70.8% |
| 10Y | +28.9% | +844.8% | -815.9% | -31.5% |
| All | +28.9% | +859.4% | -830.5% | -31.5% |
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 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