+120.2%
BKR vs CCJ
+1,065.5%
-945.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -7.0% | -4.0% | -3.0% | -5.9% |
| 30D | -8.1% | -2.4% | -5.7% | -7.7% |
| 3M | -6.6% | -2.3% | -4.3% | -6.6% |
| 6M | +0.9% | -16.2% | +17.1% | +4.3% |
| YTD | +31.1% | +5.7% | +25.4% | +25.6% |
| 1Y | +27.7% | +21.3% | +6.5% | +15.3% |
| 3Y | +71.2% | +159.4% | -88.2% | +14.8% |
| 5Y | +177.6% | +300.7% | -123.0% | +51.3% |
| All | +120.2% | +1,065.5% | -945.3% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling