+59.0%
JD vs CCJ
+320.7%
-261.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.7% |
| 7D | +13.4% | -7.3% | +20.7% | +15.0% |
| 30D | +7.7% | -20.0% | +27.6% | +12.5% |
| 3M | -11.3% | -23.8% | +12.6% | -6.7% |
| 6M | -5.1% | -42.4% | +37.2% | +5.1% |
| YTD | +5.0% | -22.1% | +27.1% | +7.7% |
| 1Y | -5.6% | -20.8% | +15.2% | -3.9% |
| 3Y | +17.8% | +75.7% | -58.0% | -5.2% |
| 5Y | -57.2% | +167.4% | -224.6% | -70.1% |
| 10Y | +34.8% | +826.3% | -791.6% | -35.6% |
| All | +59.0% | +320.7% | -261.7% | -11.2% |
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 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