+2,201.9%
CCJ vs DGX
+8,794.8%
-6,592.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.2% | -2.2% | +6.4% | +4.7% |
| 30D | +3.2% | -0.9% | +4.1% | +3.4% |
| 3M | -1.8% | +15.6% | -17.4% | -4.9% |
| 6M | -13.5% | +17.8% | -31.3% | -16.7% |
| YTD | +9.7% | +37.5% | -27.7% | +2.0% |
| 1Y | +30.0% | +31.2% | -1.2% | +21.8% |
| 3Y | +172.6% | +96.6% | +76.0% | +131.2% |
| 5Y | +342.9% | +64.9% | +278.0% | +287.6% |
| 10Y | +1,099.7% | +254.6% | +845.1% | +769.4% |
| All | +2,201.9% | +8,794.8% | -6,592.9% | +981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling