+26.8%
BA vs CCJ
+785.0%
-758.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -1.4% | +3.7% | -5.1% | -2.4% |
| 30D | -7.9% | -13.7% | +5.8% | -4.9% |
| 3M | -25.2% | -24.7% | -0.4% | -20.3% |
| 6M | -26.7% | -38.1% | +11.4% | -18.4% |
| YTD | -19.6% | -18.8% | -0.8% | -17.8% |
| 1Y | -10.6% | -19.5% | +8.9% | -8.6% |
| 3Y | -11.2% | +75.9% | -87.1% | -31.1% |
| 5Y | -20.4% | +173.1% | -193.5% | -48.0% |
| 10Y | +26.8% | +813.5% | -786.7% | -44.0% |
| All | +26.8% | +785.0% | -758.3% | -44.0% |
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