+24.5%
BX vs CCJ
+162.5%
-138.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.6% |
| 7D | -5.6% | -4.0% | -1.6% | -4.8% |
| 30D | -12.2% | -2.4% | -9.9% | -11.9% |
| 3M | +7.4% | -2.3% | +9.7% | +7.6% |
| 6M | +22.2% | -16.2% | +38.4% | +25.2% |
| YTD | -14.0% | +5.7% | -19.7% | -16.4% |
| 1Y | -27.3% | +21.3% | -48.5% | -32.2% |
| 3Y | +24.5% | +159.4% | -134.8% | -3.4% |
| All | +24.5% | +162.5% | -138.0% | -3.4% |
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