-100.0%
DFNS vs CCJ
+510.0%
-610.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.9% |
| 30D | -71.2% | -13.2% | -58.0% | -71.0% |
| 3M | -94.5% | -27.6% | -66.9% | -94.5% |
| 6M | -96.5% | -38.7% | -57.8% | -96.6% |
| YTD | -99.6% | -22.7% | -76.9% | -99.6% |
| 1Y | -99.7% | -17.6% | -82.1% | -99.7% |
| 3Y | -100.0% | +62.7% | -162.7% | -100.0% |
| 5Y | -100.0% | +159.7% | -259.7% | -100.0% |
| All | -100.0% | +510.0% | -610.0% | -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