-0.9%
BA vs CCJ
+369.1%
-370.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.1% |
| 3M | -2.4% | -11.6% | +9.3% | -0.1% |
| 6M | -6.6% | -16.2% | +9.6% | -4.0% |
| YTD | -2.2% | +10.1% | -12.4% | -6.3% |
| 1Y | -8.0% | +32.3% | -40.3% | -17.0% |
| 3Y | -5.0% | +171.3% | -176.3% | -32.6% |
| All | -0.9% | +369.1% | -370.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling