-50.3%
DOCS vs CCJ
+414.8%
-465.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | +21.8% | +6.9% | +15.0% | +19.0% |
| 3M | +27.3% | -11.6% | +38.9% | +31.1% |
| 6M | -0.3% | -16.2% | +15.9% | +3.1% |
| YTD | -40.5% | +10.1% | -50.6% | -45.3% |
| 1Y | -61.5% | +32.3% | -93.8% | -68.2% |
| 3Y | +8.2% | +171.3% | -163.1% | -41.4% |
| 5Y | -73.4% | +372.4% | -445.8% | -90.4% |
| All | -50.3% | +414.8% | -465.1% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling