+20.1%
KDP vs CCJ
+29.0%
-8.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | -1.6% | +4.2% | -5.7% | -1.3% |
| 30D | +9.5% | +3.2% | +6.3% | +9.7% |
| 3M | +2.6% | -1.8% | +4.5% | +2.7% |
| 6M | +15.6% | -13.5% | +29.2% | +15.0% |
| YTD | +17.3% | +9.7% | +7.6% | +18.5% |
| 1Y | +20.1% | +30.0% | -9.9% | +23.8% |
| All | +20.1% | +29.0% | -8.9% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling