-55.0%
DOCS vs CCJ
+169.1%
-224.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +6.3% | -17.2% | +23.5% | +12.3% |
| 3M | +26.5% | -25.1% | +51.6% | +36.6% |
| 6M | +24.8% | -37.6% | +62.4% | +41.8% |
| YTD | -26.8% | -20.4% | -6.4% | -26.1% |
| 1Y | -38.3% | -22.5% | -15.8% | -37.3% |
| 3Y | +36.0% | +72.5% | -36.4% | -12.9% |
| 5Y | -55.0% | +179.9% | -234.8% | -81.0% |
| All | -55.0% | +169.1% | -224.1% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling