+28.8%
DOCS vs CCJ
-44.1%
+72.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -3.6% |
| 7D | -1.3% | -18.2% | +16.8% | +1.3% |
| 30D | +19.4% | -26.5% | +45.9% | +23.9% |
| 3M | +53.4% | -27.5% | +80.9% | +57.6% |
| 6M | +28.8% | -40.3% | +69.1% | +34.1% |
| All | +28.8% | -44.1% | +72.8% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling