-8.9%
DASH vs CCJ
+496.6%
-505.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -4.1% | +5.0% | -9.1% | -5.5% |
| 30D | -10.6% | -16.7% | +6.1% | -6.2% |
| 3M | -18.8% | -27.5% | +8.7% | -11.7% |
| 6M | +11.2% | -38.6% | +49.8% | +25.8% |
| YTD | -23.8% | -21.5% | -2.3% | -21.5% |
| 1Y | -12.2% | -22.3% | +10.1% | -9.7% |
| 3Y | +97.3% | +69.9% | +27.4% | +45.7% |
| 5Y | -29.8% | +163.6% | -193.4% | -59.2% |
| All | -8.9% | +496.6% | -505.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling