+635.8%
BX vs CCJ
+765.4%
-129.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +14.2% | -13.2% | +27.4% | +17.7% |
| 3M | -18.7% | -27.6% | +8.9% | -12.8% |
| 6M | +2.5% | -38.7% | +41.2% | +13.7% |
| YTD | -18.8% | -22.7% | +3.9% | -15.8% |
| 1Y | -10.3% | -17.6% | +7.3% | -8.7% |
| 3Y | +35.4% | +62.7% | -27.3% | +10.7% |
| 5Y | +0.3% | +159.7% | -159.5% | -29.6% |
| All | +635.8% | +765.4% | -129.5% | +245.2% |
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