+195.3%
CCJ vs DG
+617.0%
-421.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -3.1% |
| 7D | +5.0% | -2.5% | +7.5% | +5.4% |
| 30D | -16.7% | +7.7% | -24.4% | -17.9% |
| 3M | -27.5% | +13.1% | -40.6% | -29.2% |
| 6M | -38.6% | +32.0% | -70.6% | -41.8% |
| YTD | -21.5% | +3.3% | -24.9% | -22.8% |
| 1Y | -22.3% | +31.7% | -54.0% | -26.7% |
| 3Y | +69.9% | +21.7% | +48.2% | +57.5% |
| 5Y | +163.6% | -34.7% | +198.3% | +175.3% |
| 10Y | +782.3% | +106.7% | +675.5% | +598.0% |
| All | +195.3% | +617.0% | -421.8% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling