-38.0%
DOCS vs CCJ
+285.2%
-323.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | -0.7% |
| 7D | 0.0% | +2.7% | -2.7% | -0.9% |
| 30D | +7.8% | -14.4% | +22.2% | +12.8% |
| 3M | +20.0% | -22.6% | +42.6% | +28.5% |
| 6M | +26.5% | -35.4% | +62.0% | +42.8% |
| YTD | -25.8% | -17.6% | -8.1% | -25.7% |
| 1Y | -39.5% | -18.1% | -21.3% | -39.6% |
| 3Y | +60.3% | +79.6% | -19.2% | +1.9% |
| 5Y | -57.0% | +175.3% | -232.3% | -81.1% |
| All | -38.0% | +285.2% | -323.2% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling