-51.1%
DOCS vs CCJ
+154.2%
-205.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -2.9% |
| 7D | -1.3% | -18.2% | +16.8% | +4.8% |
| 30D | +19.4% | -26.5% | +45.9% | +30.9% |
| 3M | +53.4% | -27.5% | +80.9% | +68.0% |
| 6M | +28.8% | -40.3% | +69.1% | +48.2% |
| YTD | -25.1% | -25.3% | +0.2% | -22.7% |
| 1Y | -48.1% | -28.1% | -20.0% | -46.1% |
| 3Y | +51.4% | +63.8% | -12.5% | -2.0% |
| 5Y | -51.1% | +156.3% | -207.4% | -78.8% |
| All | -51.1% | +154.2% | -205.3% | -78.8% |
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