+899.8%
CCJ vs DOCU
+80.0%
+819.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | +0.7% | +6.9% | -6.2% | -0.4% |
| 30D | +6.9% | +19.0% | -12.1% | +3.5% |
| 3M | -11.6% | +34.3% | -45.9% | -16.5% |
| 6M | -16.2% | +48.0% | -64.2% | -22.8% |
| YTD | +10.1% | 0.0% | +10.1% | +8.3% |
| 1Y | +32.3% | -10.3% | +42.5% | +32.1% |
| 3Y | +171.3% | +32.4% | +138.9% | +145.6% |
| 5Y | +372.4% | -77.9% | +450.3% | +408.5% |
| All | +899.8% | +80.0% | +819.8% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling