+26.7%
BAC vs CCJ
+31.1%
-4.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +1.2% | +5.9% | -4.8% | +0.8% |
| 30D | -0.7% | +4.7% | -5.4% | -1.1% |
| 3M | +16.9% | -3.3% | +20.2% | +16.9% |
| 6M | +29.6% | -7.0% | +36.6% | +29.6% |
| YTD | +15.3% | +11.5% | +3.8% | +13.8% |
| All | +26.7% | +31.1% | -4.3% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling