+485.9%
BAC vs CCJ
+1,091.6%
-605.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.8% |
| 7D | -1.2% | -7.3% | +6.1% | +0.8% |
| 30D | -7.7% | -20.0% | +12.3% | -2.2% |
| 3M | -21.2% | -23.8% | +2.7% | -15.8% |
| 6M | -6.8% | -42.4% | +35.5% | +6.3% |
| YTD | -8.7% | -22.1% | +13.4% | -5.7% |
| 1Y | -5.3% | -20.8% | +15.5% | -3.0% |
| 3Y | +87.4% | +75.7% | +11.7% | +42.7% |
| 5Y | +18.9% | +167.4% | -148.5% | -24.6% |
| 10Y | +273.3% | +826.3% | -553.0% | +39.2% |
| All | +485.9% | +1,091.6% | -605.7% | +129.1% |
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