+30.9%
BMY vs CCJ
+159.0%
-128.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +1.8% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +7.0% | -13.2% | +20.2% | +6.9% |
| 3M | -0.9% | -27.6% | +26.8% | -0.9% |
| 6M | +14.9% | -38.7% | +53.6% | +14.8% |
| YTD | +22.8% | -22.7% | +45.5% | +22.7% |
| 1Y | +36.2% | -17.6% | +53.8% | +36.1% |
| 3Y | +45.7% | +62.7% | -17.0% | +43.7% |
| All | +30.9% | +159.0% | -128.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling