+397.7%
BAC vs CCJ
+1,078.9%
-681.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | +0.6% | +4.2% | -3.6% | -0.1% |
| 30D | -1.4% | +3.2% | -4.5% | -2.1% |
| 3M | +15.7% | -1.8% | +17.6% | +15.6% |
| 6M | +32.2% | -13.5% | +45.7% | +34.1% |
| YTD | +15.8% | +9.7% | +6.0% | +11.6% |
| 1Y | +27.3% | +30.0% | -2.7% | +17.4% |
| 3Y | +137.5% | +172.6% | -35.1% | +81.4% |
| 5Y | +73.1% | +342.9% | -269.9% | +13.9% |
| 10Y | +397.7% | +1,099.7% | -702.0% | +134.4% |
| All | +397.7% | +1,078.9% | -681.1% | +134.4% |
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