+45.7%
BMY vs CCJ
+67.4%
-21.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +1.7% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +7.0% | -13.2% | +20.2% | +6.5% |
| 3M | -0.9% | -27.6% | +26.8% | -1.8% |
| 6M | +14.9% | -38.7% | +53.6% | +13.4% |
| YTD | +22.8% | -22.7% | +45.5% | +22.5% |
| 1Y | +36.2% | -17.6% | +53.8% | +36.2% |
| 3Y | +45.7% | +62.7% | -17.0% | +51.5% |
| All | +45.7% | +67.4% | -21.7% | +51.5% |
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