-32.9%
DOCS vs CCJ
-22.9%
-10.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +11.4% | -13.2% | +24.6% | +12.3% |
| 3M | +25.4% | -27.6% | +53.0% | +26.8% |
| 6M | +42.5% | -38.7% | +81.2% | +44.6% |
| YTD | -24.7% | -22.7% | -2.0% | -25.8% |
| 1Y | -32.9% | -17.6% | -15.4% | -35.0% |
| All | -32.9% | -22.9% | -10.1% | -35.0% |
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