+1,583.6%
CCJ vs DAR
+568.6%
+1,015.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.6% |
| 30D | +6.9% | +12.8% | -5.9% | +5.5% |
| 3M | -11.6% | +7.4% | -19.0% | -12.5% |
| 6M | -16.2% | +22.3% | -38.5% | -18.1% |
| YTD | +10.1% | +81.1% | -71.0% | +3.9% |
| 1Y | +32.3% | +106.5% | -74.2% | +23.0% |
| 3Y | +171.3% | +5.3% | +166.0% | +164.8% |
| 5Y | +372.4% | -11.5% | +383.9% | +368.3% |
| 10Y | +1,070.0% | +353.3% | +716.7% | +917.4% |
| All | +1,583.6% | +568.6% | +1,015.0% | +1,440.3% |
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