+642.7%
BX vs CCJ
+1,074.4%
-431.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.1% | -2.1% |
| 7D | -8.9% | -3.2% | -5.7% | -8.2% |
| 30D | -14.8% | -1.3% | -13.5% | -14.6% |
| 3M | +6.9% | +2.5% | +4.4% | +5.9% |
| 6M | +16.3% | -18.9% | +35.2% | +20.6% |
| YTD | -16.1% | +6.5% | -22.6% | -19.0% |
| 1Y | -26.8% | +22.8% | -49.6% | -32.7% |
| 3Y | +22.4% | +164.5% | -142.0% | -10.6% |
| 5Y | +16.0% | +303.7% | -287.7% | -25.9% |
| All | +642.7% | +1,074.4% | -431.7% | +269.5% |
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 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