-28.1%
CCJ vs DOC
+21.7%
-49.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.6% |
| 7D | -18.2% | +6.2% | -24.4% | -19.2% |
| 30D | -26.5% | +6.5% | -33.0% | -27.6% |
| 3M | -27.5% | -6.2% | -21.3% | -26.2% |
| 6M | -40.3% | +25.6% | -65.9% | -44.7% |
| YTD | -25.3% | +32.1% | -57.4% | -30.9% |
| 1Y | -28.1% | +20.3% | -48.4% | -31.8% |
| All | -28.1% | +21.7% | -49.8% | -31.8% |
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