+285.9%
BSX vs CCJ
+1,604.2%
-1,318.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.1% |
| 7D | -6.4% | +5.9% | -12.4% | -7.5% |
| 30D | -8.8% | +4.7% | -13.5% | -9.6% |
| 3M | -7.6% | -3.3% | -4.3% | -7.5% |
| 6M | -37.0% | -7.0% | -29.9% | -36.9% |
| YTD | -52.8% | +11.5% | -64.3% | -54.5% |
| 1Y | -58.4% | +32.3% | -90.7% | -61.6% |
| 3Y | -16.5% | +176.8% | -193.3% | -35.3% |
| 5Y | -1.2% | +351.8% | -353.0% | -33.3% |
| 10Y | +83.7% | +1,080.5% | -996.8% | -6.3% |
| All | +285.9% | +1,604.2% | -1,318.3% | +84.5% |
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 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