+70.5%
DOCN vs CCJ
+324.9%
-254.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.7% |
| 7D | -19.2% | -7.3% | -11.9% | -16.4% |
| 30D | -43.1% | -20.0% | -23.1% | -37.1% |
| 3M | -40.7% | -23.8% | -16.9% | -33.4% |
| 6M | -55.0% | -42.4% | -12.6% | -44.0% |
| YTD | +50.6% | -22.1% | +72.7% | +62.3% |
| 1Y | +54.0% | -20.8% | +74.8% | +64.6% |
| 3Y | +203.9% | +75.7% | +128.2% | +107.1% |
| 5Y | -29.4% | +167.4% | -196.8% | -64.3% |
| All | +70.5% | +324.9% | -254.3% | -23.4% |
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