+40.9%
BP vs CCJ
+29.0%
+11.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +4.0% | +4.2% | -0.2% | +4.1% |
| 30D | +7.8% | +3.2% | +4.7% | +7.9% |
| 3M | +8.4% | -1.8% | +10.2% | +8.7% |
| 6M | +15.1% | -13.5% | +28.6% | +15.8% |
| YTD | +36.4% | +9.7% | +26.7% | +36.5% |
| 1Y | +40.9% | +30.0% | +10.9% | +40.5% |
| All | +40.9% | +29.0% | +11.9% | +40.5% |
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 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