+641.7%
BE vs CCJ
+595.7%
+46.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.0% | -2.1% |
| 7D | -13.4% | +0.4% | -13.8% | -12.9% |
| 30D | -33.9% | -17.2% | -16.6% | -23.9% |
| 3M | -12.0% | -25.1% | +13.1% | +8.2% |
| 6M | -29.0% | -37.6% | +8.6% | -0.3% |
| YTD | +113.4% | -20.4% | +133.7% | +158.1% |
| 1Y | +33.2% | -22.5% | +55.7% | +67.0% |
| 3Y | +1,659.2% | +72.5% | +1,586.7% | +1,156.2% |
| 5Y | +461.4% | +179.9% | +281.5% | +181.3% |
| All | +641.7% | +595.7% | +46.0% | +45.2% |
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