-13.6%
BKNG vs CCJ
-26.2%
+12.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +9.8% |
| 7D | +15.6% | -14.5% | +30.1% | +15.3% |
| 30D | +8.0% | -18.1% | +26.0% | +7.7% |
| 3M | -11.8% | -23.0% | +11.2% | -12.1% |
| 6M | +3.8% | -39.4% | +43.2% | +2.8% |
| YTD | -19.6% | -21.7% | +2.0% | -21.6% |
| 1Y | -13.6% | -25.9% | +12.3% | -15.1% |
| All | -13.6% | -26.2% | +12.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling