+813.5%
CCJ vs DAR
+290.1%
+523.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.4% |
| 7D | +3.7% | +3.6% | +0.1% | +2.5% |
| 30D | -13.7% | -11.3% | -2.4% | -10.4% |
| 3M | -24.7% | -13.1% | -11.6% | -21.9% |
| 6M | -38.1% | -15.1% | -23.0% | -35.8% |
| YTD | -18.8% | +50.5% | -69.3% | -31.0% |
| 1Y | -19.5% | +57.9% | -77.4% | -32.8% |
| 3Y | +75.9% | +28.9% | +47.0% | +47.3% |
| 5Y | +173.1% | -31.4% | +204.6% | +187.9% |
| 10Y | +813.5% | +301.0% | +512.4% | +444.2% |
| All | +813.5% | +290.1% | +523.4% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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