+300.2%
CCJ vs DGX
+66.8%
+233.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | -2.4% | -1.2% | -1.2% | -2.2% |
| 3M | -2.3% | +15.8% | -18.1% | -3.8% |
| 6M | -16.2% | +18.2% | -34.4% | -17.8% |
| YTD | +5.7% | +37.2% | -31.5% | +1.1% |
| 1Y | +21.3% | +30.4% | -9.1% | +16.9% |
| 3Y | +159.4% | +96.7% | +62.7% | +120.7% |
| All | +300.2% | +66.8% | +233.4% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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