+35.4%
BX vs CCJ
+67.4%
-32.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +14.2% | -13.2% | +27.4% | +17.2% |
| 3M | -18.7% | -27.6% | +8.9% | -13.6% |
| 6M | +2.5% | -38.7% | +41.2% | +12.1% |
| YTD | -18.8% | -22.7% | +3.9% | -16.3% |
| 1Y | -10.3% | -17.6% | +7.3% | -8.9% |
| 3Y | +35.4% | +62.7% | -27.3% | +12.9% |
| All | +35.4% | +67.4% | -32.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling