+786.7%
CCJ vs DOC
+14.9%
+771.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.6% |
| 7D | -18.2% | +6.2% | -24.4% | -19.4% |
| 30D | -26.5% | +6.5% | -33.0% | -27.8% |
| 3M | -27.5% | -6.2% | -21.3% | -26.5% |
| 6M | -40.3% | +25.6% | -65.9% | -43.9% |
| YTD | -25.3% | +32.1% | -57.4% | -30.8% |
| 1Y | -28.1% | +20.3% | -48.4% | -31.9% |
| 3Y | +63.8% | +42.7% | +21.1% | +45.3% |
| 5Y | +156.3% | -22.2% | +178.5% | +165.3% |
| All | +786.7% | +14.9% | +771.8% | +739.5% |
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