+17.8%
JD vs CCJ
+69.7%
-51.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.1% |
| 7D | +13.4% | -7.3% | +20.7% | +14.4% |
| 30D | +7.7% | -20.0% | +27.6% | +10.8% |
| 3M | -11.3% | -23.8% | +12.6% | -8.4% |
| 6M | -5.1% | -42.4% | +37.2% | +1.8% |
| YTD | +5.0% | -22.1% | +27.1% | +6.7% |
| 1Y | -5.6% | -20.8% | +15.2% | -4.6% |
| 3Y | +17.8% | +75.7% | -58.0% | +1.7% |
| All | +17.8% | +69.7% | -51.9% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling