+173.6%
CCJ vs DBX
+20.8%
+152.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | +4.7% | -2.9% | +7.6% | +5.1% |
| 3M | -3.3% | +23.8% | -27.1% | -6.7% |
| 6M | -7.0% | +26.2% | -33.2% | -11.2% |
| YTD | +11.5% | +21.6% | -10.2% | +7.4% |
| 1Y | +32.3% | +11.4% | +20.8% | +30.3% |
| All | +173.6% | +20.8% | +152.8% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling