+169.4%
CCJ vs DD
+42.2%
+127.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | +4.2% | -3.8% | +8.0% | +5.8% |
| 30D | +3.2% | -9.2% | +12.4% | +7.3% |
| 3M | -1.8% | -9.0% | +7.2% | +2.0% |
| 6M | -13.5% | -5.0% | -8.6% | -11.5% |
| YTD | +9.7% | +7.4% | +2.4% | +7.5% |
| 1Y | +30.0% | +35.1% | -5.1% | +16.6% |
| All | +169.4% | +42.2% | +127.2% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling