+911.5%
BE vs CCJ
+861.8%
+49.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | +0.7% | +19.2% | +19.5% |
| 30D | +7.9% | +6.9% | +1.0% | +3.0% |
| 3M | -13.2% | -11.6% | -1.6% | -5.0% |
| 6M | +53.5% | -16.2% | +69.7% | +72.5% |
| YTD | +191.0% | +10.1% | +180.9% | +179.6% |
| 1Y | +360.5% | +32.3% | +328.2% | +294.9% |
| 3Y | +1,568.0% | +171.3% | +1,396.7% | +771.7% |
| 5Y | +1,055.2% | +372.4% | +682.8% | +299.9% |
| All | +911.5% | +861.8% | +49.7% | +57.4% |
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 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