+598.7%
BP vs CCJ
+1,159.6%
-561.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -1.3% |
| 7D | -6.9% | +2.7% | -9.6% | -7.6% |
| 30D | -3.6% | -14.4% | +10.8% | -0.1% |
| 3M | +8.4% | -22.6% | +31.0% | +14.6% |
| 6M | +5.3% | -35.4% | +40.8% | +15.4% |
| YTD | +33.2% | -17.6% | +50.8% | +34.2% |
| 1Y | +28.2% | -18.1% | +46.3% | +28.9% |
| 3Y | +49.2% | +79.6% | -30.3% | +12.5% |
| 5Y | +102.9% | +175.3% | -72.4% | +28.3% |
| 10Y | +127.7% | +844.8% | -717.1% | -10.3% |
| All | +598.7% | +1,159.6% | -561.0% | +181.9% |
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