-31.1%
DOCN vs CCJ
+154.2%
-185.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.7% | -11.2% | -13.8% |
| 7D | -29.3% | -18.2% | -11.1% | -22.5% |
| 30D | -46.0% | -26.5% | -19.5% | -37.8% |
| 3M | -43.2% | -27.5% | -15.7% | -34.3% |
| 6M | -53.7% | -40.3% | -13.4% | -42.3% |
| YTD | +46.9% | -25.3% | +72.2% | +61.6% |
| 1Y | +54.3% | -28.1% | +82.4% | +71.9% |
| 3Y | +185.5% | +63.8% | +121.7% | +89.1% |
| 5Y | -31.1% | +156.3% | -187.4% | -67.5% |
| All | -31.1% | +154.2% | -185.3% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling