+30.8%
BIL vs CCJ
+86.1%
-55.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | 0.0% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | 0.0% | -14.4% | +14.4% | 0.0% |
| 3M | +0.6% | -22.6% | +23.2% | +0.6% |
| 6M | +1.5% | -35.4% | +37.0% | +1.5% |
| YTD | +2.8% | -17.6% | +20.4% | +2.8% |
| 1Y | +3.3% | -18.1% | +21.5% | +3.3% |
| 3Y | +13.4% | +79.6% | -66.2% | +13.5% |
| 5Y | +19.8% | +175.3% | -155.4% | +20.0% |
| 10Y | +25.6% | +844.8% | -819.2% | +26.2% |
| All | +30.8% | +86.1% | -55.4% | +31.3% |
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