-38.7%
DOCS vs CCJ
+264.4%
-303.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.4% | -3.4% |
| 7D | -0.8% | -7.3% | +6.5% | +1.5% |
| 30D | +17.4% | -20.0% | +37.4% | +25.5% |
| 3M | +57.4% | -23.8% | +81.2% | +69.9% |
| 6M | +26.5% | -42.4% | +68.9% | +48.1% |
| YTD | -26.6% | -22.1% | -4.5% | -25.2% |
| 1Y | -48.1% | -20.8% | -27.2% | -47.7% |
| 3Y | +52.6% | +75.7% | -23.1% | -3.1% |
| 5Y | -52.1% | +167.4% | -219.5% | -78.8% |
| All | -38.7% | +264.4% | -303.0% | -78.4% |
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