+87.1%
DOCN vs CCJ
+334.2%
-247.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.9% |
| 7D | -12.1% | +0.4% | -12.6% | -12.0% |
| 30D | -41.0% | -17.2% | -23.8% | -35.8% |
| 3M | -38.7% | -25.1% | -13.6% | -30.7% |
| 6M | -51.5% | -37.6% | -13.9% | -41.4% |
| YTD | +65.3% | -20.4% | +85.6% | +76.5% |
| 1Y | +53.9% | -22.5% | +76.4% | +65.8% |
| 3Y | +215.6% | +72.5% | +143.1% | +117.6% |
| 5Y | -26.2% | +179.9% | -206.0% | -63.3% |
| All | +87.1% | +334.2% | -247.1% | -16.7% |
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