+127.0%
BP vs CCJ
+802.9%
-675.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -6.3% | +0.4% | -6.8% | -6.5% |
| 30D | -3.6% | -17.2% | +13.6% | -0.3% |
| 3M | +5.2% | -25.1% | +30.4% | +10.5% |
| 6M | +5.3% | -37.6% | +42.9% | +13.9% |
| YTD | +33.1% | -20.4% | +53.5% | +34.5% |
| 1Y | +26.3% | -22.5% | +48.8% | +28.0% |
| 3Y | +47.5% | +72.5% | -25.0% | +15.6% |
| 5Y | +106.2% | +179.9% | -73.7% | +35.1% |
| 10Y | +127.0% | +772.6% | -645.6% | -6.2% |
| All | +127.0% | +802.9% | -675.9% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling