-47.3%
DOCS vs CCJ
-26.2%
-21.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.4% |
| 7D | +1.2% | -14.5% | +15.7% | +1.9% |
| 30D | +21.3% | -18.1% | +39.4% | +22.3% |
| 3M | +58.4% | -23.0% | +81.4% | +59.4% |
| 6M | +39.3% | -39.4% | +78.7% | +40.8% |
| YTD | -21.7% | -21.7% | -0.1% | -22.5% |
| 1Y | -47.3% | -25.9% | -21.4% | -47.8% |
| All | -47.3% | -26.2% | -21.1% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling