+39.8%
BKNG vs CCJ
+164.6%
-124.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -10.7% | -3.2% | -7.5% | -10.4% |
| 30D | -18.1% | -1.3% | -16.8% | -18.1% |
| 3M | +8.5% | +2.5% | +6.0% | +8.1% |
| 6M | -0.1% | -18.9% | +18.8% | +1.3% |
| YTD | -18.2% | +6.5% | -24.7% | -20.5% |
| 1Y | -19.9% | +22.8% | -42.7% | -24.7% |
| All | +39.8% | +164.6% | -124.7% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling