-0.1%
BKNG vs CCJ
-16.4%
+16.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -10.7% | -3.2% | -7.5% | -10.6% |
| 30D | -18.1% | -1.3% | -16.8% | -18.1% |
| 3M | +8.5% | +2.5% | +6.0% | +8.8% |
| 6M | -0.1% | -18.9% | +18.8% | +0.3% |
| All | -0.1% | -16.4% | +16.3% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling