+349.8%
CCJ vs BB
-24.3%
+374.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +5.9% | +0.5% | +5.4% | +5.8% |
| 30D | +4.7% | -12.4% | +17.1% | +7.8% |
| 3M | -3.3% | -15.3% | +12.0% | -1.0% |
| 6M | -7.0% | +128.8% | -135.8% | -26.4% |
| YTD | +11.5% | +107.7% | -96.2% | -9.8% |
| 1Y | +32.3% | +103.9% | -71.6% | +6.6% |
| 3Y | +176.8% | +72.6% | +104.2% | +119.5% |
| All | +349.8% | -24.3% | +374.2% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling