-10.6%
BITO vs CCJ
+271.2%
-281.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.4% | -4.0% | +0.6% | -2.3% |
| 30D | +21.4% | -2.4% | +23.8% | +22.2% |
| 3M | +20.5% | -2.3% | +22.8% | +21.0% |
| 6M | +7.4% | -16.2% | +23.6% | +11.6% |
| YTD | -13.9% | +5.7% | -19.5% | -16.6% |
| 1Y | -35.1% | +21.3% | -56.3% | -40.8% |
| 3Y | +156.8% | +159.4% | -2.6% | +69.9% |
| All | -10.6% | +271.2% | -281.7% | -54.3% |
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 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