+790.5%
BKNG vs CCJ
+3,730.9%
-2,940.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -13.1% | +4.2% | -17.3% | -14.0% |
| 30D | -18.5% | +3.2% | -21.7% | -19.3% |
| 3M | +5.8% | -1.8% | +7.6% | +5.5% |
| 6M | -2.1% | -13.5% | +11.4% | -0.6% |
| YTD | -18.6% | +9.7% | -28.4% | -22.9% |
| 1Y | -21.7% | +30.0% | -51.7% | -30.0% |
| 3Y | +40.9% | +172.6% | -131.7% | +0.2% |
| 5Y | +91.0% | +342.9% | -252.0% | +13.9% |
| 10Y | +213.2% | +1,099.7% | -886.6% | +27.5% |
| All | +790.5% | +3,730.9% | -2,940.4% | +203.2% |
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