+17.6%
JD vs CCJ
+1,070.5%
-1,052.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -0.8% | +5.9% | -6.7% | -2.0% |
| 30D | -16.0% | +4.7% | -20.7% | -17.0% |
| 3M | -3.2% | -3.3% | +0.1% | -3.1% |
| 6M | +6.1% | -7.0% | +13.1% | +6.2% |
| YTD | -0.1% | +11.5% | -11.6% | -4.4% |
| 1Y | -12.7% | +32.3% | -45.0% | -20.7% |
| 3Y | -6.3% | +176.8% | -183.1% | -30.9% |
| 5Y | -61.3% | +351.8% | -413.1% | -75.5% |
| 10Y | +17.6% | +1,080.5% | -1,062.9% | -41.2% |
| All | +17.6% | +1,070.5% | -1,052.9% | -41.2% |
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