+191.0%
CCJ vs DG
+614.5%
-423.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 3M | -27.6% | +10.4% | -38.1% | -29.0% |
| 6M | -38.7% | +33.2% | -71.9% | -41.9% |
| YTD | -22.7% | +3.0% | -25.7% | -23.8% |
| 1Y | -17.6% | +31.2% | -48.8% | -22.2% |
| 3Y | +62.7% | +21.8% | +40.9% | +50.7% |
| 5Y | +159.7% | -35.0% | +194.7% | +171.4% |
| 10Y | +769.3% | +106.0% | +663.3% | +588.2% |
| All | +191.0% | +614.5% | -423.6% | +69.3% |
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