+351.8%
CCJ vs DG
-37.3%
+389.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.5% |
| 7D | +5.9% | -2.5% | +8.4% | +6.1% |
| 30D | +4.7% | +1.0% | +3.7% | +4.6% |
| 3M | -3.3% | +20.3% | -23.6% | -4.7% |
| 6M | -7.0% | -11.7% | +4.7% | -6.4% |
| YTD | +11.5% | -2.3% | +13.8% | +11.3% |
| 1Y | +32.3% | +20.0% | +12.3% | +30.0% |
| 3Y | +176.8% | +7.2% | +169.6% | +174.9% |
| 5Y | +351.8% | -37.9% | +389.7% | +369.8% |
| All | +351.8% | -37.3% | +389.0% | +369.8% |
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