+607.6%
CCJ vs DOCU
+104.2%
+503.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.6% |
| 7D | -7.3% | -5.5% | -1.7% | -6.4% |
| 30D | -20.0% | +12.6% | -32.6% | -21.6% |
| 3M | -23.8% | +36.4% | -60.2% | -28.1% |
| 6M | -42.4% | +66.8% | -109.2% | -47.9% |
| YTD | -22.1% | +13.5% | -35.5% | -25.3% |
| 1Y | -20.8% | +11.3% | -32.1% | -23.8% |
| 3Y | +75.7% | +92.1% | -16.3% | +48.7% |
| 5Y | +167.4% | -71.0% | +238.4% | +176.9% |
| All | +607.6% | +104.2% | +503.4% | +432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling