+196.4%
DOCN vs CCJ
+62.6%
+133.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.7% | -11.2% | -14.2% |
| 7D | -29.3% | -18.2% | -11.1% | -24.1% |
| 30D | -46.0% | -26.5% | -19.5% | -39.9% |
| 3M | -43.2% | -27.5% | -15.7% | -36.5% |
| 6M | -53.7% | -40.3% | -13.4% | -45.6% |
| YTD | +46.9% | -25.3% | +72.2% | +58.8% |
| 1Y | +54.3% | -28.1% | +82.4% | +68.2% |
| All | +196.4% | +62.6% | +133.8% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling