+156.3%
CCJ vs DOCU
-71.9%
+228.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.3% |
| 7D | -18.2% | -3.2% | -14.9% | -17.6% |
| 30D | -26.5% | +15.7% | -42.2% | -28.7% |
| 3M | -27.5% | +37.3% | -64.8% | -32.5% |
| 6M | -40.3% | +63.1% | -103.4% | -47.0% |
| YTD | -25.3% | +15.4% | -40.7% | -29.1% |
| 1Y | -28.1% | +11.3% | -39.4% | -31.1% |
| 3Y | +63.8% | +92.1% | -28.2% | +31.1% |
| 5Y | +156.3% | -70.5% | +226.8% | +170.5% |
| All | +156.3% | -71.9% | +228.2% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling