+103.1%
DOCN vs CCJ
+321.5%
-218.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.6% |
| 7D | +19.1% | -0.8% | +19.9% | +19.5% |
| 30D | -21.0% | -13.2% | -7.8% | -15.8% |
| 3M | -34.7% | -27.6% | -7.1% | -25.2% |
| 6M | -45.8% | -38.7% | -7.1% | -34.0% |
| YTD | +79.4% | -22.7% | +102.1% | +94.0% |
| 1Y | +91.0% | -17.6% | +108.6% | +100.7% |
| 3Y | +237.5% | +62.7% | +174.8% | +138.8% |
| 5Y | -30.4% | +159.7% | -190.1% | -64.6% |
| All | +103.1% | +321.5% | -218.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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