-100.0%
DFNS vs CCJ
+528.4%
-628.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.3% | +16.1% | +12.9% |
| 7D | -37.0% | +0.4% | -37.4% | -37.0% |
| 30D | -63.4% | -17.2% | -46.1% | -63.2% |
| 3M | -94.1% | -25.1% | -69.0% | -94.0% |
| 6M | -96.3% | -37.6% | -58.7% | -96.3% |
| YTD | -99.6% | -20.4% | -79.2% | -99.6% |
| 1Y | -99.7% | -22.5% | -77.2% | -99.7% |
| 3Y | -100.0% | +72.5% | -172.4% | -100.0% |
| 5Y | -100.0% | +179.9% | -279.8% | -100.0% |
| All | -100.0% | +528.4% | -628.4% | -100.0% |
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