+737.6%
BA vs CCJ
+1,583.6%
-846.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.2% |
| 3M | -2.4% | -11.6% | +9.3% | 0.0% |
| 6M | -6.6% | -16.2% | +9.6% | -3.8% |
| YTD | -2.2% | +10.1% | -12.4% | -6.2% |
| 1Y | -8.0% | +32.3% | -40.3% | -16.9% |
| 3Y | -5.0% | +171.3% | -176.3% | -30.7% |
| 5Y | -2.7% | +372.4% | -375.1% | -40.5% |
| 10Y | +75.9% | +1,070.0% | -994.2% | -19.2% |
| All | +737.6% | +1,583.6% | -846.1% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling