+467.1%
DDOG vs CCJ
+995.1%
-528.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | +0.7% | -10.9% | -10.3% |
| 30D | -24.8% | +6.9% | -31.7% | -26.3% |
| 3M | -12.6% | -11.6% | -0.9% | -10.3% |
| 6M | +79.9% | -16.2% | +96.2% | +84.6% |
| YTD | +56.6% | +10.1% | +46.5% | +46.8% |
| 1Y | +61.6% | +32.3% | +29.3% | +40.2% |
| 3Y | +117.9% | +171.3% | -53.4% | +42.5% |
| 5Y | +54.2% | +372.4% | -318.2% | -16.4% |
| All | +467.1% | +995.1% | -528.0% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling