+175.8%
KDP vs CCJ
+1,070.5%
-894.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +2.1% | +5.9% | -3.9% | +1.8% |
| 30D | +8.5% | +4.7% | +3.8% | +8.2% |
| 3M | +6.6% | -3.3% | +9.9% | +6.6% |
| 6M | +17.1% | -7.0% | +24.1% | +17.0% |
| YTD | +19.0% | +11.5% | +7.6% | +17.7% |
| 1Y | +21.8% | +32.3% | -10.5% | +18.8% |
| 3Y | +6.4% | +176.8% | -170.4% | -2.8% |
| 5Y | +5.1% | +351.8% | -346.6% | -9.6% |
| 10Y | +175.8% | +1,080.5% | -904.7% | +112.6% |
| All | +175.8% | +1,070.5% | -894.6% | +112.6% |
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