+643.1%
BAC vs CCJ
+1,583.6%
-940.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -0.4% | +6.9% | -7.3% | -2.4% |
| 3M | +16.9% | -11.6% | +28.6% | +19.7% |
| 6M | +26.6% | -16.2% | +42.8% | +30.2% |
| YTD | +15.8% | +10.1% | +5.7% | +9.4% |
| 1Y | +27.2% | +32.3% | -5.1% | +12.0% |
| 3Y | +132.4% | +171.3% | -38.9% | +57.4% |
| 5Y | +72.6% | +372.4% | -299.8% | -7.6% |
| 10Y | +389.7% | +1,070.0% | -680.3% | +72.5% |
| All | +643.1% | +1,583.6% | -940.5% | +166.0% |
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