-25.9%
CCJ vs DD
+49.3%
-75.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | -14.5% | +8.7% | -23.2% | -18.6% |
| 30D | -18.1% | +15.3% | -33.4% | -24.7% |
| 3M | -23.0% | +5.9% | -28.9% | -25.7% |
| 6M | -39.4% | +11.6% | -51.0% | -42.8% |
| YTD | -21.7% | +26.5% | -48.2% | -29.1% |
| 1Y | -25.9% | +35.4% | -61.3% | -33.6% |
| All | -25.9% | +49.3% | -75.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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