-17.6%
CCJ vs BAX
+38.8%
-56.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -13.2% | +4.1% | -17.3% | -13.7% |
| 3M | -27.6% | -4.5% | -23.1% | -27.3% |
| 6M | -38.7% | +49.2% | -87.9% | -42.4% |
| YTD | -22.7% | +35.2% | -57.9% | -26.1% |
| 1Y | -17.6% | +38.3% | -55.9% | -20.8% |
| All | -17.6% | +38.8% | -56.4% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling