+950.6%
BX vs CCJ
+134.3%
+816.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -2.0% | +5.9% | -7.9% | -4.1% |
| 30D | -2.3% | +4.7% | -7.0% | -4.2% |
| 3M | +18.5% | -3.3% | +21.8% | +19.0% |
| 6M | +23.7% | -7.0% | +30.8% | +24.1% |
| YTD | -10.4% | +11.5% | -21.8% | -17.1% |
| 1Y | -19.6% | +32.3% | -51.8% | -32.4% |
| 3Y | +30.8% | +176.8% | -146.0% | -23.9% |
| 5Y | +24.3% | +351.8% | -327.4% | -45.2% |
| 10Y | +679.5% | +1,080.5% | -401.0% | +73.4% |
| All | +950.6% | +134.3% | +816.3% | +197.4% |
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 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