+53.9%
DOCN vs CCJ
-24.1%
+78.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.1% |
| 7D | -12.1% | +0.4% | -12.6% | -12.0% |
| 30D | -41.0% | -17.2% | -23.8% | -35.5% |
| 3M | -38.7% | -25.1% | -13.6% | -30.4% |
| 6M | -51.5% | -37.6% | -13.9% | -43.3% |
| YTD | +65.3% | -20.4% | +85.6% | +66.3% |
| 1Y | +53.9% | -22.5% | +76.4% | +55.3% |
| All | +53.9% | -24.1% | +78.0% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling