+117.6%
DT vs CCJ
+1,028.6%
-911.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | +2.0% | +6.9% | -4.8% | +0.2% |
| 3M | +20.0% | -11.6% | +31.6% | +22.8% |
| 6M | +39.3% | -16.2% | +55.5% | +42.6% |
| YTD | +19.8% | +10.1% | +9.6% | +12.7% |
| 1Y | +4.3% | +32.3% | -28.0% | -8.9% |
| 3Y | +7.7% | +171.3% | -163.6% | -29.2% |
| 5Y | -26.8% | +372.4% | -399.2% | -61.5% |
| All | +117.6% | +1,028.6% | -911.0% | -28.6% |
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 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