+324.3%
DOCN vs CCJ
+175.9%
+148.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -9.6% | +6.9% | -16.5% | -11.3% |
| 3M | -37.7% | -11.6% | -26.0% | -35.8% |
| 6M | +115.2% | -16.2% | +131.4% | +122.1% |
| YTD | +133.7% | +10.1% | +123.6% | +121.7% |
| 1Y | +250.2% | +32.3% | +217.9% | +209.2% |
| All | +324.3% | +175.9% | +148.4% | +183.9% |
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