-12.8%
BKNG vs CCJ
+31.2%
-44.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | -6.0% | +0.7% | -6.7% | -6.0% |
| 30D | -6.6% | +6.9% | -13.5% | -6.5% |
| 3M | +15.7% | -11.6% | +27.3% | +15.3% |
| 6M | +14.1% | -16.2% | +30.4% | +13.6% |
| YTD | -9.3% | +10.1% | -19.4% | -9.4% |
| 1Y | -12.8% | +32.3% | -45.0% | -14.8% |
| All | -12.8% | +31.2% | -44.0% | -14.8% |
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