+56.9%
BNY vs CCJ
+22.0%
+34.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.3% | -4.0% | +2.7% | -0.9% |
| 30D | -0.2% | -2.4% | +2.2% | 0.0% |
| 3M | +14.9% | -2.3% | +17.2% | +14.8% |
| 6M | +40.0% | -16.2% | +56.2% | +41.2% |
| YTD | +42.0% | +5.7% | +36.3% | +39.0% |
| 1Y | +56.9% | +21.3% | +35.6% | +51.6% |
| All | +56.9% | +22.0% | +34.8% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling