+1,117.9%
CCJ vs BAX
+321.9%
+796.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | +0.4% | +3.6% | -3.2% | -0.4% |
| 30D | -17.2% | +8.5% | -25.8% | -19.0% |
| 3M | -25.1% | -4.9% | -20.3% | -24.5% |
| 6M | -37.6% | +47.0% | -84.6% | -43.4% |
| YTD | -20.4% | +38.4% | -58.8% | -27.4% |
| 1Y | -22.5% | +49.1% | -71.7% | -30.7% |
| 3Y | +72.5% | -14.9% | +87.3% | +70.3% |
| 5Y | +179.9% | -63.1% | +243.0% | +234.4% |
| 10Y | +772.6% | -35.6% | +808.2% | +792.4% |
| All | +1,117.9% | +321.9% | +796.0% | +819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling