+70.9%
CCJ vs BAH
-26.8%
+97.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +3.7% | -1.6% | +5.3% | +3.6% |
| 30D | -13.7% | +18.0% | -31.7% | -13.6% |
| 3M | -24.7% | +11.4% | -36.2% | -24.6% |
| 6M | -38.1% | +17.7% | -55.8% | -38.0% |
| YTD | -18.8% | +5.4% | -24.1% | -18.3% |
| 1Y | -19.5% | +2.8% | -22.3% | -19.0% |
| All | +70.9% | -26.8% | +97.7% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling