+214.5%
BAC vs CCJ
+778.2%
-563.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.3% |
| 7D | +1.5% | +5.0% | -3.5% | +0.6% |
| 30D | -6.4% | -16.7% | +10.3% | -3.5% |
| 3M | -21.7% | -27.5% | +5.9% | -17.4% |
| 6M | +0.5% | -38.6% | +39.1% | +8.5% |
| YTD | -6.7% | -21.5% | +14.9% | -4.8% |
| 1Y | -4.7% | -22.3% | +17.6% | -2.8% |
| 3Y | +96.1% | +69.9% | +26.2% | +63.2% |
| 5Y | +21.7% | +163.6% | -141.9% | -11.4% |
| All | +214.5% | +778.2% | -563.8% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling