-10.6%
BA vs CCJ
-26.2%
+15.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +5.9% | -14.5% | +20.4% | +8.5% |
| 30D | -8.2% | -18.1% | +9.9% | -5.2% |
| 3M | -25.4% | -23.0% | -2.4% | -22.3% |
| 6M | -20.0% | -39.4% | +19.4% | -13.7% |
| YTD | -18.5% | -21.7% | +3.2% | -16.8% |
| 1Y | -10.6% | -25.9% | +15.3% | -8.2% |
| All | -10.6% | -26.2% | +15.6% | -8.2% |
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 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