+766.3%
CCJ vs BAX
-36.0%
+802.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.9% |
| 7D | +5.0% | +0.4% | +4.7% | +5.0% |
| 30D | -16.7% | +3.4% | -20.1% | -17.4% |
| 3M | -27.5% | -4.5% | -23.1% | -27.0% |
| 6M | -38.6% | +44.0% | -82.6% | -43.6% |
| YTD | -21.5% | +34.9% | -56.4% | -27.6% |
| 1Y | -22.3% | +37.9% | -60.2% | -28.8% |
| 3Y | +69.9% | -17.1% | +87.0% | +68.7% |
| 5Y | +163.6% | -64.3% | +227.9% | +227.7% |
| All | +766.3% | -36.0% | +802.3% | +976.3% |
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