+67.6%
CCJ vs BAX
-16.0%
+83.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | +0.4% | +3.6% | -3.2% | 0.0% |
| 30D | -17.2% | +8.5% | -25.8% | -18.1% |
| 3M | -25.1% | -4.9% | -20.3% | -24.8% |
| 6M | -37.6% | +47.0% | -84.6% | -40.7% |
| YTD | -20.4% | +38.4% | -58.8% | -24.4% |
| 1Y | -22.5% | +49.1% | -71.7% | -27.1% |
| All | +67.6% | -16.0% | +83.6% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling