+1,278.3%
KDP vs CCJ
+133.1%
+1,145.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.1% |
| 7D | +2.2% | -7.3% | +9.5% | +2.9% |
| 30D | +19.9% | -20.0% | +39.9% | +22.3% |
| 3M | +21.5% | -23.8% | +45.3% | +24.2% |
| 6M | +30.1% | -42.4% | +72.5% | +36.2% |
| YTD | +34.9% | -22.1% | +57.0% | +36.0% |
| 1Y | +43.4% | -20.8% | +64.2% | +44.1% |
| 3Y | +29.1% | +75.7% | -46.7% | +14.9% |
| 5Y | +15.0% | +167.4% | -152.5% | -5.9% |
| 10Y | +234.1% | +826.3% | -592.3% | +108.8% |
| All | +1,278.3% | +133.1% | +1,145.2% | +691.7% |
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