+59.4%
BE vs CCJ
-22.7%
+82.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | +0.3% |
| 7D | +20.5% | +5.0% | +15.5% | +14.6% |
| 30D | -23.4% | -16.7% | -6.7% | -4.3% |
| 3M | -14.9% | -27.5% | +12.7% | +23.1% |
| 6M | -28.1% | -38.6% | +10.6% | +23.9% |
| YTD | +132.4% | -21.5% | +153.9% | +132.4% |
| 1Y | +59.4% | -22.3% | +81.7% | +66.3% |
| All | +59.4% | -22.7% | +82.0% | +66.3% |
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