+871.9%
BMY vs CCJ
+1,583.6%
-711.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +5.0% | +6.9% | -1.8% | +4.3% |
| 3M | +19.4% | -11.6% | +31.0% | +20.5% |
| 6M | +9.5% | -16.2% | +25.7% | +10.7% |
| YTD | +28.1% | +10.1% | +18.0% | +25.5% |
| 1Y | +50.0% | +32.3% | +17.7% | +43.2% |
| 3Y | +24.1% | +171.3% | -147.2% | +6.7% |
| 5Y | +25.0% | +372.4% | -347.4% | -2.7% |
| 10Y | +68.7% | +1,070.0% | -1,001.4% | +9.8% |
| All | +871.9% | +1,583.6% | -711.7% | +428.5% |
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 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