+1,099.7%
CCJ vs BAH
+186.6%
+913.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +4.2% | -1.3% | +5.5% | +4.4% |
| 30D | +3.2% | -6.6% | +9.8% | +4.4% |
| 3M | -1.8% | -7.2% | +5.3% | -0.9% |
| 6M | -13.5% | -10.0% | -3.6% | -12.7% |
| YTD | +9.7% | -12.5% | +22.2% | +10.8% |
| 1Y | +30.0% | -27.9% | +57.9% | +36.2% |
| 3Y | +172.6% | -31.4% | +204.0% | +175.3% |
| 5Y | +342.9% | -3.2% | +346.2% | +299.7% |
| 10Y | +1,099.7% | +191.5% | +908.3% | +633.9% |
| All | +1,099.7% | +186.6% | +913.1% | +633.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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