-39.5%
DT vs CCJ
+166.4%
-205.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.3% |
| 7D | +2.7% | +5.0% | -2.3% | +1.5% |
| 30D | -30.4% | -16.7% | -13.7% | -27.4% |
| 3M | -9.4% | -27.5% | +18.1% | -3.0% |
| 6M | +14.5% | -38.6% | +53.1% | +26.7% |
| YTD | +3.6% | -21.5% | +25.1% | +4.9% |
| 1Y | -3.4% | -22.3% | +18.9% | -2.3% |
| 3Y | -11.1% | +69.9% | -81.0% | -36.1% |
| 5Y | -39.5% | +163.6% | -203.0% | -66.4% |
| All | -39.5% | +166.4% | -205.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling