-11.5%
BA vs CCJ
-21.5%
+10.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.5% |
| 7D | -1.7% | +2.7% | -4.4% | -2.2% |
| 30D | -9.5% | -14.4% | +5.0% | -7.1% |
| 3M | -26.5% | -22.6% | -3.9% | -23.3% |
| 6M | -27.4% | -35.4% | +8.1% | -22.3% |
| YTD | -20.6% | -17.6% | -3.0% | -19.8% |
| All | -11.5% | -21.5% | +10.0% | -10.7% |
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