-19.3%
DRAM vs CCJ
-39.4%
+20.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.8% | +1.5% |
| 7D | -18.2% | -7.3% | -10.9% | -11.0% |
| 30D | -34.5% | -20.0% | -14.6% | -17.3% |
| 3M | -23.6% | -23.8% | +0.2% | -1.4% |
| 6M | -19.3% | -42.4% | +23.1% | +39.6% |
| All | -19.3% | -39.4% | +20.1% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling