+97.7%
DOCN vs CCJ
+327.1%
-229.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.2% | -5.9% | -6.7% |
| 7D | -20.0% | -14.5% | -5.5% | -14.7% |
| 30D | -38.8% | -18.1% | -20.7% | -33.4% |
| 3M | -34.8% | -23.0% | -11.8% | -27.3% |
| 6M | -22.8% | -39.4% | +16.6% | -6.3% |
| YTD | +74.6% | -21.7% | +96.3% | +87.2% |
| 1Y | +116.4% | -25.9% | +142.4% | +136.2% |
| 3Y | +239.3% | +71.9% | +167.5% | +133.3% |
| 5Y | -20.2% | +167.3% | -187.5% | -59.9% |
| All | +97.7% | +327.1% | -229.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling