+142.2%
BP vs CCJ
+765.4%
-623.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -5.3% | -13.2% | +7.9% | -2.9% |
| 3M | +9.3% | -27.6% | +36.9% | +15.5% |
| 6M | +7.2% | -38.7% | +45.9% | +16.4% |
| YTD | +38.0% | -22.7% | +60.7% | +40.2% |
| 1Y | +33.2% | -17.6% | +50.8% | +33.1% |
| 3Y | +50.3% | +62.7% | -12.4% | +19.3% |
| 5Y | +114.1% | +159.7% | -45.6% | +42.9% |
| All | +142.2% | +765.4% | -623.2% | +4.4% |
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