+830.1%
CCJ vs DOC
+15.2%
+815.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.0% |
| 7D | -14.5% | +8.7% | -23.2% | -16.3% |
| 30D | -18.1% | +7.6% | -25.7% | -19.6% |
| 3M | -23.0% | -5.3% | -17.7% | -22.1% |
| 6M | -39.4% | +27.6% | -67.0% | -43.2% |
| YTD | -21.7% | +32.4% | -54.1% | -27.4% |
| 1Y | -25.9% | +22.9% | -48.8% | -30.2% |
| 3Y | +71.9% | +43.1% | +28.8% | +52.4% |
| 5Y | +167.3% | -21.4% | +188.7% | +176.1% |
| All | +830.1% | +15.2% | +815.0% | +780.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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