+34.4%
JD vs CCJ
+765.4%
-731.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -4.1% | -0.8% | -3.3% | -4.1% |
| 30D | +4.6% | -13.2% | +17.8% | +7.3% |
| 3M | -4.7% | -27.6% | +22.9% | +1.0% |
| 6M | -17.4% | -38.7% | +21.4% | -9.8% |
| YTD | +0.7% | -22.7% | +23.4% | +3.2% |
| 1Y | -5.9% | -17.6% | +11.7% | -5.1% |
| 3Y | +18.9% | +62.7% | -43.8% | -2.6% |
| 5Y | -62.9% | +159.7% | -222.7% | -74.0% |
| All | +34.4% | +765.4% | -731.0% | -31.9% |
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