+87.8%
DT vs CCJ
+692.4%
-604.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | -29.5% | -13.2% | -16.4% | -27.1% |
| 3M | -11.7% | -27.6% | +15.9% | -5.0% |
| 6M | +29.0% | -38.7% | +67.7% | +43.5% |
| YTD | +3.4% | -22.7% | +26.1% | +5.7% |
| 1Y | -4.2% | -17.6% | +13.3% | -4.1% |
| 3Y | -12.8% | +62.7% | -75.5% | -34.1% |
| 5Y | -39.6% | +159.7% | -199.3% | -62.9% |
| All | +87.8% | +692.4% | -604.6% | -33.1% |
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