+28.1%
BA vs CCJ
+859.4%
-831.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -2.0% |
| 7D | -1.7% | +2.7% | -4.4% | -2.5% |
| 30D | -9.5% | -14.4% | +5.0% | -6.3% |
| 3M | -26.5% | -22.6% | -3.9% | -22.2% |
| 6M | -27.4% | -35.4% | +8.1% | -20.0% |
| YTD | -20.6% | -17.6% | -3.0% | -19.0% |
| 1Y | -11.4% | -18.1% | +6.7% | -9.9% |
| 3Y | -10.8% | +79.6% | -90.4% | -31.1% |
| 5Y | -21.9% | +175.3% | -197.2% | -49.1% |
| 10Y | +28.1% | +844.8% | -816.7% | -44.5% |
| All | +28.1% | +859.4% | -831.3% | -44.5% |
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