+391.0%
DDOG vs CCJ
+707.9%
-316.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.8% |
| 7D | -2.3% | +3.7% | -6.0% | -3.3% |
| 30D | -35.8% | -13.7% | -22.1% | -33.0% |
| 3M | -25.3% | -24.7% | -0.6% | -19.5% |
| 6M | -8.9% | -38.1% | +29.3% | +2.8% |
| YTD | +35.6% | -18.8% | +54.4% | +38.1% |
| 1Y | -6.8% | -19.5% | +12.7% | -5.1% |
| 3Y | +77.9% | +75.9% | +2.0% | +32.4% |
| 5Y | -3.1% | +173.1% | -176.2% | -40.1% |
| All | +391.0% | +707.9% | -316.9% | +96.9% |
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