+1,619.0%
BE vs CCJ
+170.9%
+1,448.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | +0.7% | +19.2% | +19.4% |
| 30D | +7.9% | +6.9% | +1.0% | +2.5% |
| 3M | -13.2% | -11.6% | -1.6% | -4.9% |
| 6M | +53.5% | -16.2% | +69.7% | +72.4% |
| YTD | +191.0% | +10.1% | +180.9% | +179.4% |
| 1Y | +360.5% | +32.3% | +328.2% | +299.0% |
| All | +1,619.0% | +170.9% | +1,448.1% | +814.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling