-10.1%
BA vs CCJ
+69.7%
-79.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.3% |
| 7D | +1.1% | -7.3% | +8.4% | +2.4% |
| 30D | -7.9% | -20.0% | +12.0% | -4.4% |
| 3M | -25.3% | -23.8% | -1.5% | -21.9% |
| 6M | -24.6% | -42.4% | +17.8% | -17.4% |
| YTD | -20.1% | -22.1% | +1.9% | -18.1% |
| 1Y | -11.8% | -20.8% | +9.1% | -10.0% |
| 3Y | -10.1% | +75.7% | -85.9% | -27.7% |
| All | -10.1% | +69.7% | -79.8% | -27.7% |
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 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