+32.3%
CCJ vs DBX
+20.4%
+11.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | -0.2% |
| 7D | +0.7% | -2.4% | +3.2% | +0.4% |
| 30D | +6.9% | -0.5% | +7.3% | +6.9% |
| 3M | -11.6% | +28.1% | -39.7% | -8.5% |
| 6M | -16.2% | +33.1% | -49.3% | -12.3% |
| YTD | +10.1% | +25.3% | -15.2% | +15.9% |
| 1Y | +32.3% | +18.3% | +13.9% | +41.3% |
| All | +32.3% | +20.4% | +11.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling