+1,227.8%
BE vs CCJ
+347.8%
+880.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -1.8% |
| 7D | +23.9% | +4.2% | +19.8% | +20.8% |
| 30D | +27.8% | +3.2% | +24.7% | +25.1% |
| 3M | +3.7% | -1.8% | +5.5% | +6.2% |
| 6M | +78.0% | -13.5% | +91.5% | +95.1% |
| YTD | +209.9% | +9.7% | +200.2% | +198.5% |
| 1Y | +389.6% | +30.0% | +359.6% | +326.1% |
| 3Y | +1,730.6% | +172.6% | +1,558.0% | +859.4% |
| 5Y | +1,227.8% | +342.9% | +884.9% | +390.4% |
| All | +1,227.8% | +347.8% | +880.0% | +390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling