+50.6%
DDOG vs CCJ
+346.5%
-295.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -6.1% | +5.9% | -12.0% | -7.7% |
| 30D | -10.1% | +4.7% | -14.8% | -11.6% |
| 3M | -9.3% | -3.3% | -6.0% | -9.0% |
| 6M | +67.2% | -7.0% | +74.2% | +66.5% |
| YTD | +54.6% | +11.5% | +43.1% | +42.5% |
| 1Y | +54.1% | +32.3% | +21.8% | +29.7% |
| 3Y | +115.3% | +176.8% | -61.6% | +23.7% |
| 5Y | +50.6% | +351.8% | -301.2% | -33.1% |
| All | +50.6% | +346.5% | -295.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling