+163.9%
CCJ vs DG
-35.8%
+199.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -13.2% | +3.2% | -16.4% | -13.4% |
| 3M | -27.6% | +10.4% | -38.1% | -28.3% |
| 6M | -38.7% | +33.2% | -71.9% | -40.3% |
| YTD | -22.7% | +3.0% | -25.7% | -23.2% |
| 1Y | -17.6% | +31.2% | -48.8% | -19.7% |
| 3Y | +62.7% | +21.8% | +40.9% | +58.9% |
| All | +163.9% | -35.8% | +199.8% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling