+12,790.5%
BLK vs CCJ
+4,571.3%
+8,219.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -2.7% | +4.2% | -6.9% | -3.7% |
| 30D | -4.8% | +3.2% | -7.9% | -5.7% |
| 3M | +6.5% | -1.8% | +8.3% | +6.3% |
| 6M | +13.2% | -13.5% | +26.7% | +15.7% |
| YTD | +1.8% | +9.7% | -7.9% | -2.7% |
| 1Y | -1.0% | +30.0% | -31.0% | -10.7% |
| 3Y | +66.0% | +172.6% | -106.6% | +17.7% |
| 5Y | +31.2% | +342.9% | -311.7% | -22.4% |
| 10Y | +278.5% | +1,099.7% | -821.2% | +49.2% |
| All | +12,790.5% | +4,571.3% | +8,219.2% | +4,339.6% |
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