-4.6%
BA vs CCJ
+175.9%
-180.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -11.6% | +6.9% | -18.5% | -12.9% |
| 3M | -2.4% | -11.6% | +9.3% | -0.6% |
| 6M | -6.6% | -16.2% | +9.6% | -4.6% |
| YTD | -2.2% | +10.1% | -12.4% | -5.5% |
| 1Y | -8.0% | +32.3% | -40.3% | -15.3% |
| All | -4.6% | +175.9% | -180.5% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling