+584.2%
BA vs CCJ
+1,117.9%
-533.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -8.9% | -17.2% | +8.3% | -5.2% |
| 3M | -25.5% | -25.1% | -0.4% | -21.0% |
| 6M | -27.0% | -37.6% | +10.6% | -19.4% |
| YTD | -20.1% | -20.4% | +0.2% | -17.9% |
| 1Y | -11.0% | -22.5% | +11.5% | -8.2% |
| 3Y | -11.8% | +72.5% | -84.3% | -28.6% |
| 5Y | -20.6% | +179.9% | -200.5% | -44.9% |
| 10Y | +26.6% | +772.6% | -746.0% | -37.9% |
| All | +584.2% | +1,117.9% | -533.7% | +206.3% |
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