+2,325.2%
BNY vs CCJ
+1,528.1%
+797.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | +1.4% | -1.3% | +2.7% | +1.5% |
| 3M | +16.8% | +2.5% | +14.3% | +15.5% |
| 6M | +42.0% | -18.9% | +60.9% | +47.0% |
| YTD | +41.9% | +6.5% | +35.4% | +36.2% |
| 1Y | +59.2% | +22.8% | +36.4% | +45.3% |
| 3Y | +290.9% | +164.5% | +126.4% | +179.9% |
| 5Y | +259.0% | +303.7% | -44.7% | +117.6% |
| 10Y | +413.0% | +1,064.0% | -651.0% | +105.4% |
| All | +2,325.2% | +1,528.1% | +797.1% | +788.0% |
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 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