+342.9%
CCJ vs BAX
-67.6%
+410.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +4.2% | -5.1% | +9.3% | +5.1% |
| 30D | +3.2% | -12.2% | +15.4% | +5.4% |
| 3M | -1.8% | +21.8% | -23.6% | -5.3% |
| 6M | -13.5% | +36.3% | -49.8% | -18.5% |
| YTD | +9.7% | +27.8% | -18.1% | +3.9% |
| 1Y | +30.0% | -0.1% | +30.1% | +28.0% |
| 3Y | +172.6% | -33.3% | +205.9% | +183.2% |
| 5Y | +342.9% | -67.1% | +410.0% | +451.8% |
| All | +342.9% | -67.6% | +410.5% | +451.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling