+156.3%
CCJ vs DOC
-22.1%
+178.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.6% |
| 7D | -18.2% | +6.2% | -24.4% | -19.5% |
| 30D | -26.5% | +6.5% | -33.0% | -27.9% |
| 3M | -27.5% | -6.2% | -21.3% | -26.3% |
| 6M | -40.3% | +25.6% | -65.9% | -44.4% |
| YTD | -25.3% | +32.1% | -57.4% | -31.6% |
| 1Y | -28.1% | +20.3% | -48.4% | -32.4% |
| 3Y | +63.8% | +42.7% | +21.1% | +38.9% |
| 5Y | +156.3% | -22.2% | +178.5% | +199.7% |
| All | +156.3% | -22.1% | +178.4% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling