-48.1%
DOCS vs CCJ
-27.9%
-20.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -4.1% |
| 7D | -1.3% | -18.2% | +16.8% | -0.4% |
| 30D | +19.4% | -26.5% | +45.9% | +20.8% |
| 3M | +53.4% | -27.5% | +80.9% | +54.7% |
| 6M | +28.8% | -40.3% | +69.1% | +30.3% |
| YTD | -25.1% | -25.3% | +0.2% | -25.5% |
| 1Y | -48.1% | -28.1% | -20.0% | -48.4% |
| All | -48.1% | -27.9% | -20.2% | -48.4% |
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 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