+1,647.6%
BE vs CCJ
+72.4%
+1,575.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.0% | -1.9% |
| 7D | -13.4% | +0.4% | -13.8% | -12.9% |
| 30D | -33.9% | -17.2% | -16.6% | -22.9% |
| 3M | -12.0% | -25.1% | +13.1% | +10.2% |
| 6M | -29.0% | -37.6% | +8.6% | +1.8% |
| YTD | +113.4% | -20.4% | +133.7% | +163.5% |
| 1Y | +33.2% | -22.5% | +55.7% | +69.9% |
| All | +1,647.6% | +72.4% | +1,575.2% | +1,306.8% |
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