+1,583.6%
CCJ vs DD
+563.2%
+1,020.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.7% | -3.5% | +4.2% | +2.2% |
| 30D | +6.9% | -10.3% | +17.2% | +11.8% |
| 3M | -11.6% | -7.5% | -4.1% | -8.6% |
| 6M | -16.2% | -8.0% | -8.2% | -13.2% |
| YTD | +10.1% | +10.5% | -0.4% | +5.4% |
| 1Y | +32.3% | +38.3% | -6.0% | +14.3% |
| 3Y | +171.3% | +42.5% | +128.8% | +125.9% |
| 5Y | +372.4% | +60.2% | +312.2% | +272.9% |
| 10Y | +1,070.0% | +68.9% | +1,001.2% | +740.7% |
| All | +1,583.6% | +563.2% | +1,020.4% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling