-22.5%
CCJ vs DRI
+31.8%
-54.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +0.4% | +4.2% | -3.8% | +0.1% |
| 30D | -17.2% | +15.7% | -32.9% | -18.5% |
| 3M | -25.1% | +5.8% | -30.9% | -25.5% |
| 6M | -37.6% | +18.4% | -56.0% | -38.7% |
| YTD | -20.4% | +28.2% | -48.6% | -23.9% |
| 1Y | -22.5% | +35.9% | -58.4% | -26.8% |
| All | -22.5% | +31.8% | -54.3% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling