+602.0%
CCJ vs DOCU
+112.5%
+489.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.6% |
| 7D | -0.8% | +4.1% | -4.9% | -1.4% |
| 30D | -13.2% | +7.4% | -20.5% | -14.3% |
| 3M | -27.6% | +26.0% | -53.7% | -30.7% |
| 6M | -38.7% | +79.2% | -117.9% | -45.2% |
| YTD | -22.7% | +18.1% | -40.8% | -26.3% |
| 1Y | -17.6% | +20.5% | -38.1% | -21.8% |
| 3Y | +62.7% | +96.4% | -33.7% | +37.3% |
| 5Y | +159.7% | -69.5% | +229.2% | +166.9% |
| All | +602.0% | +112.5% | +489.4% | +425.3% |
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