-100.0%
DFNS vs CCJ
+550.0%
-650.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -3.2% |
| 7D | -42.8% | +2.7% | -45.5% | -42.9% |
| 30D | -67.6% | -14.4% | -53.1% | -67.4% |
| 3M | -94.9% | -22.6% | -72.3% | -94.8% |
| 6M | -96.7% | -35.4% | -61.3% | -96.8% |
| YTD | -99.6% | -17.6% | -82.0% | -99.6% |
| 1Y | -99.7% | -18.1% | -81.6% | -99.7% |
| 3Y | -100.0% | +79.6% | -179.5% | -100.0% |
| 5Y | -100.0% | +175.3% | -275.2% | -100.0% |
| All | -100.0% | +550.0% | -650.0% | -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 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