+17.0%
KDP vs CCJ
+163.1%
-146.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -0.7% |
| 7D | +2.2% | -7.3% | +9.5% | +2.2% |
| 30D | +19.9% | -20.0% | +39.9% | +19.9% |
| 3M | +21.5% | -23.8% | +45.3% | +21.4% |
| 6M | +30.1% | -42.4% | +72.5% | +30.1% |
| YTD | +34.9% | -22.1% | +57.0% | +34.5% |
| 1Y | +43.4% | -20.8% | +64.2% | +42.9% |
| 3Y | +29.1% | +75.7% | -46.7% | +24.2% |
| All | +17.0% | +163.1% | -146.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling