-20.8%
CCJ vs DOC
+20.9%
-41.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.2% |
| 7D | -7.3% | +6.5% | -13.8% | -8.4% |
| 30D | -20.0% | +9.2% | -29.1% | -21.5% |
| 3M | -23.8% | -2.5% | -21.3% | -23.2% |
| 6M | -42.4% | +7.1% | -49.5% | -43.7% |
| YTD | -22.1% | +33.0% | -55.1% | -27.0% |
| 1Y | -20.8% | +23.3% | -44.1% | -25.2% |
| All | -20.8% | +20.9% | -41.8% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling