+499.9%
DDOG vs CCJ
+991.5%
-491.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.6% |
| 7D | +7.7% | +4.2% | +3.5% | +6.5% |
| 30D | -13.6% | +3.2% | -16.8% | -14.6% |
| 3M | -0.9% | -1.8% | +0.9% | -1.1% |
| 6M | +75.2% | -13.5% | +88.8% | +78.4% |
| YTD | +65.7% | +9.7% | +55.9% | +55.4% |
| 1Y | +60.4% | +30.0% | +30.4% | +39.8% |
| 3Y | +130.7% | +172.6% | -41.9% | +50.5% |
| 5Y | +59.9% | +342.9% | -283.1% | -12.2% |
| All | +499.9% | +991.5% | -491.6% | +121.7% |
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