+23.4%
BA vs CCJ
+778.2%
-754.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.9% |
| 7D | -0.6% | +5.0% | -5.6% | -1.9% |
| 30D | -8.0% | -16.7% | +8.7% | -4.2% |
| 3M | -25.8% | -27.5% | +1.7% | -20.3% |
| 6M | -27.6% | -38.6% | +11.0% | -19.2% |
| YTD | -21.0% | -21.5% | +0.6% | -18.5% |
| 1Y | -12.3% | -22.3% | +10.1% | -9.6% |
| 3Y | -12.8% | +69.9% | -82.6% | -31.7% |
| 5Y | -22.4% | +163.6% | -185.9% | -48.8% |
| All | +23.4% | +778.2% | -754.9% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling