-99.9%
DFNS vs CCJ
+766.0%
-865.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | +4.6% | +4.2% | +0.5% | +4.5% |
| 30D | -73.9% | +3.2% | -77.1% | -73.9% |
| 3M | -71.7% | -1.8% | -69.9% | -72.0% |
| 6M | -94.6% | -13.5% | -81.0% | -94.7% |
| YTD | -98.1% | +9.7% | -107.8% | -98.1% |
| 1Y | -98.3% | +30.0% | -128.3% | -98.3% |
| 3Y | -99.9% | +172.6% | -272.5% | -99.9% |
| 5Y | -99.9% | +342.9% | -442.8% | -99.9% |
| All | -99.9% | +766.0% | -865.8% | -99.8% |
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 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