+500.9%
BAC vs CCJ
+1,117.9%
-617.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.1% |
| 7D | +2.1% | +0.4% | +1.6% | +1.9% |
| 30D | -6.7% | -17.2% | +10.5% | -2.1% |
| 3M | -20.2% | -25.1% | +4.9% | -14.4% |
| 6M | -0.2% | -37.6% | +37.4% | +11.4% |
| YTD | -6.4% | -20.4% | +14.0% | -3.9% |
| 1Y | -3.1% | -22.5% | +19.4% | -0.2% |
| 3Y | +96.7% | +72.5% | +24.3% | +50.7% |
| 5Y | +21.3% | +179.9% | -158.6% | -24.1% |
| 10Y | +237.7% | +772.6% | -534.9% | +28.5% |
| All | +500.9% | +1,117.9% | -617.0% | +133.5% |
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