+1,159.6%
CCJ vs DAR
+438.8%
+720.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +5.3% |
| 7D | +2.7% | -2.8% | +5.5% | +3.0% |
| 30D | -14.4% | -12.8% | -1.6% | -13.3% |
| 3M | -22.6% | -11.6% | -11.0% | -21.9% |
| 6M | -35.4% | -16.8% | -18.7% | -34.6% |
| YTD | -17.6% | +45.9% | -63.5% | -20.8% |
| 1Y | -18.1% | +61.5% | -79.6% | -22.1% |
| 3Y | +79.6% | +23.0% | +56.6% | +73.0% |
| 5Y | +175.3% | -35.8% | +211.1% | +180.5% |
| 10Y | +844.8% | +280.4% | +564.4% | +735.4% |
| All | +1,159.6% | +438.8% | +720.9% | +1,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling