+26.6%
CCJ vs BB
+106.7%
-80.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | +4.2% | +1.8% | +2.3% | +3.9% |
| 30D | +3.2% | -12.2% | +15.4% | +5.4% |
| 3M | -1.8% | -12.3% | +10.5% | -0.4% |
| 6M | -13.5% | +122.7% | -136.2% | -24.8% |
| YTD | +9.7% | +104.5% | -94.7% | -3.2% |
| All | +26.6% | +106.7% | -80.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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