+172.8%
CCJ vs DOC
+20.8%
+152.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | +6.9% | -4.8% | +11.6% | +7.5% |
| 3M | -11.6% | +6.9% | -18.5% | -12.6% |
| 6M | -16.2% | +20.7% | -37.0% | -18.7% |
| YTD | +10.1% | +34.1% | -24.0% | +6.2% |
| 1Y | +32.3% | +22.6% | +9.6% | +27.4% |
| All | +172.8% | +20.8% | +152.1% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling