+1,065.3%
CCJ vs BAX
-37.2%
+1,102.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -3.2% | -5.4% | +2.3% | -2.1% |
| 30D | -1.3% | -12.4% | +11.1% | +1.3% |
| 3M | +2.5% | +19.1% | -16.6% | -1.6% |
| 6M | -18.9% | +38.6% | -57.5% | -24.8% |
| YTD | +6.5% | +26.7% | -20.2% | -0.3% |
| 1Y | +22.8% | +1.0% | +21.8% | +20.1% |
| 3Y | +164.5% | -33.9% | +198.4% | +177.9% |
| 5Y | +303.7% | -67.0% | +370.8% | +410.7% |
| All | +1,065.3% | -37.2% | +1,102.5% | +1,208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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