+26.6%
CCJ vs DG
+21.6%
+5.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.4% |
| 7D | +4.2% | -4.8% | +9.0% | +4.5% |
| 30D | +3.2% | +1.8% | +1.4% | +3.0% |
| 3M | -1.8% | +14.5% | -16.3% | -3.6% |
| 6M | -13.5% | -13.6% | 0.0% | -11.9% |
| YTD | +9.7% | -4.8% | +14.6% | +9.9% |
| All | +26.6% | +21.6% | +5.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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