+609.2%
BP vs CCJ
+1,142.1%
-532.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | -0.8% | +3.7% | -4.5% | -1.8% |
| 30D | -3.1% | -13.7% | +10.6% | +0.2% |
| 3M | +6.2% | -24.7% | +30.9% | +13.0% |
| 6M | +4.8% | -38.1% | +42.9% | +16.1% |
| YTD | +35.2% | -18.8% | +53.9% | +36.7% |
| 1Y | +27.4% | -19.5% | +46.9% | +28.7% |
| 3Y | +49.8% | +75.9% | -26.1% | +13.5% |
| 5Y | +109.4% | +173.1% | -63.7% | +32.7% |
| 10Y | +135.7% | +813.5% | -677.8% | -6.2% |
| All | +609.2% | +1,142.1% | -532.9% | +187.1% |
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