+712.3%
CCJ vs DBX
+15.6%
+696.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -3.3% | +2.5% | -0.1% |
| 30D | -13.2% | -5.9% | -7.3% | -12.1% |
| 3M | -27.6% | -6.7% | -21.0% | -26.9% |
| 6M | -38.7% | +28.0% | -66.7% | -43.5% |
| YTD | -22.7% | +20.6% | -43.3% | -28.4% |
| 1Y | -17.6% | +10.3% | -27.9% | -21.8% |
| 3Y | +62.7% | +24.0% | +38.6% | +45.3% |
| 5Y | +159.7% | +24.2% | +135.5% | +127.2% |
| All | +712.3% | +15.6% | +696.7% | +554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling