-3.4%
BAC vs CCJ
-21.5%
+18.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.7% |
| 7D | +2.0% | +2.7% | -0.7% | +1.6% |
| 30D | -6.9% | -14.4% | +7.5% | -5.6% |
| 3M | -19.6% | -22.6% | +3.0% | -17.8% |
| 6M | -0.5% | -35.4% | +35.0% | +3.1% |
| YTD | -6.6% | -17.6% | +11.0% | -8.8% |
| All | -3.4% | -21.5% | +18.2% | -5.4% |
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