+1,583.6%
CCJ vs DOC
+790.3%
+793.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | +6.9% | -4.8% | +11.6% | +8.5% |
| 3M | -11.6% | +6.9% | -18.5% | -13.9% |
| 6M | -16.2% | +20.7% | -37.0% | -21.7% |
| YTD | +10.1% | +34.1% | -24.0% | -0.8% |
| 1Y | +32.3% | +22.6% | +9.6% | +21.9% |
| 3Y | +171.3% | +20.8% | +150.5% | +145.5% |
| 5Y | +372.4% | -24.9% | +397.3% | +398.1% |
| 10Y | +1,070.0% | -1.8% | +1,071.9% | +947.2% |
| All | +1,583.6% | +790.3% | +793.4% | +679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling