+766.3%
CCJ vs DD
+98.3%
+668.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +5.0% | +6.7% | -1.7% | +2.1% |
| 30D | -16.7% | +19.4% | -36.1% | -23.1% |
| 3M | -27.5% | +7.6% | -35.1% | -30.0% |
| 6M | -38.6% | +2.9% | -41.5% | -39.5% |
| YTD | -21.5% | +29.9% | -51.4% | -30.3% |
| 1Y | -22.3% | +28.6% | -51.0% | -30.7% |
| 3Y | +69.9% | +90.0% | -20.1% | +24.2% |
| 5Y | +163.6% | +68.1% | +95.4% | +99.6% |
| All | +766.3% | +98.3% | +668.0% | +450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling