+351.8%
CCJ vs BAH
-2.8%
+354.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.3% |
| 7D | +5.9% | -4.3% | +10.3% | +6.5% |
| 30D | +4.7% | -4.5% | +9.2% | +5.3% |
| 3M | -3.3% | -7.6% | +4.3% | -2.4% |
| 6M | -7.0% | -10.6% | +3.6% | -6.1% |
| YTD | +11.5% | -12.6% | +24.0% | +12.4% |
| 1Y | +32.3% | -27.0% | +59.3% | +37.5% |
| 3Y | +176.8% | -31.5% | +208.3% | +166.5% |
| 5Y | +351.8% | -3.8% | +355.6% | +262.9% |
| All | +351.8% | -2.8% | +354.6% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling