+1,117.5%
KDP vs CCJ
+229.4%
+888.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +0.7% | +0.5% | +1.2% |
| 30D | +6.0% | +6.9% | -0.9% | +5.2% |
| 3M | +9.2% | -11.6% | +20.8% | +10.1% |
| 6M | +14.7% | -16.2% | +30.9% | +15.8% |
| YTD | +19.2% | +10.1% | +9.1% | +16.6% |
| 1Y | +15.2% | +32.3% | -17.1% | +9.7% |
| 3Y | +6.0% | +171.3% | -165.3% | -9.7% |
| 5Y | +5.4% | +372.4% | -367.0% | -19.2% |
| 10Y | +171.9% | +1,070.0% | -898.2% | +67.7% |
| All | +1,117.5% | +229.4% | +888.1% | +578.4% |
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 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