-9.4%
BITO vs CCJ
+285.5%
-294.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.1% | +4.2% | -3.1% | -0.1% |
| 30D | +21.8% | +3.2% | +18.6% | +20.6% |
| 3M | +25.0% | -1.8% | +26.8% | +25.2% |
| 6M | +11.3% | -13.5% | +24.9% | +14.6% |
| YTD | -12.7% | +9.7% | -22.5% | -16.4% |
| 1Y | -32.3% | +30.0% | -62.3% | -39.6% |
| 3Y | +150.3% | +172.6% | -22.3% | +63.0% |
| All | -9.4% | +285.5% | -294.9% | -54.2% |
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