+60.4%
DDOG vs CCJ
+29.0%
+31.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.2% |
| 7D | +7.7% | +4.2% | +3.5% | +7.5% |
| 30D | -13.6% | +3.2% | -16.8% | -13.7% |
| 3M | -0.9% | -1.8% | +0.9% | -1.0% |
| 6M | +75.2% | -13.5% | +88.8% | +74.4% |
| YTD | +65.7% | +9.7% | +55.9% | +62.9% |
| 1Y | +60.4% | +30.0% | +30.4% | +52.8% |
| All | +60.4% | +29.0% | +31.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling