+163.9%
CCJ vs DD
+67.2%
+96.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -0.8% | +5.0% | -5.8% | -3.2% |
| 30D | -13.2% | +19.7% | -32.9% | -21.1% |
| 3M | -27.6% | +7.2% | -34.8% | -30.4% |
| 6M | -38.7% | +1.0% | -39.7% | -39.2% |
| YTD | -22.7% | +29.1% | -51.8% | -32.4% |
| 1Y | -17.6% | +28.5% | -46.1% | -27.9% |
| 3Y | +62.7% | +89.4% | -26.8% | +11.0% |
| All | +163.9% | +67.2% | +96.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling