+6.2%
DT vs CCJ
+174.2%
-168.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -4.9% | +5.9% | -10.8% | -5.4% |
| 30D | +2.7% | +4.7% | -2.0% | +2.1% |
| 3M | +20.0% | -3.3% | +23.3% | +20.1% |
| 6M | +28.0% | -7.0% | +35.1% | +28.0% |
| YTD | +16.0% | +11.5% | +4.6% | +12.4% |
| 1Y | +0.7% | +32.3% | -31.6% | -6.1% |
| 3Y | +6.2% | +176.8% | -170.6% | -14.8% |
| All | +6.2% | +174.2% | -168.1% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling