+112.2%
DT vs CCJ
+1,024.9%
-912.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.5% | +4.2% | -4.7% | -1.5% |
| 30D | +0.1% | +3.2% | -3.1% | -0.9% |
| 3M | +24.1% | -1.8% | +25.9% | +23.8% |
| 6M | +30.1% | -13.5% | +43.7% | +32.4% |
| YTD | +16.8% | +9.7% | +7.0% | +10.0% |
| 1Y | -0.1% | +30.0% | -30.1% | -12.3% |
| 3Y | +6.8% | +172.6% | -165.8% | -29.9% |
| 5Y | -28.4% | +342.9% | -371.3% | -61.6% |
| All | +112.2% | +1,024.9% | -912.7% | -30.4% |
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