+62.7%
CCJ vs DBX
+26.6%
+36.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -3.3% | +2.5% | -0.5% |
| 30D | -13.2% | -5.9% | -7.3% | -12.7% |
| 3M | -27.6% | -6.7% | -21.0% | -27.3% |
| 6M | -38.7% | +28.0% | -66.7% | -41.5% |
| YTD | -22.7% | +20.6% | -43.3% | -25.6% |
| 1Y | -17.6% | +10.3% | -27.9% | -18.7% |
| 3Y | +62.7% | +24.0% | +38.6% | +51.4% |
| All | +62.7% | +26.6% | +36.1% | +51.4% |
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