+164.6%
DOCN vs CCJ
+500.3%
-335.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.0% |
| 3M | -37.7% | -11.6% | -26.0% | -34.8% |
| 6M | +115.2% | -16.2% | +131.4% | +126.1% |
| YTD | +133.7% | +10.1% | +123.6% | +117.8% |
| 1Y | +250.2% | +32.3% | +217.9% | +194.8% |
| 3Y | +320.3% | +171.3% | +149.0% | +135.5% |
| 5Y | +53.1% | +372.4% | -319.3% | -36.3% |
| All | +164.6% | +500.3% | -335.7% | +2.8% |
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