+2,592.1%
CCJ vs BB
+338.1%
+2,254.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.9% | +1.6% |
| 7D | +3.7% | +7.3% | -3.6% | +2.8% |
| 30D | -13.7% | +11.2% | -24.9% | -15.0% |
| 3M | -24.7% | +4.7% | -29.4% | -25.4% |
| 6M | -38.1% | +51.1% | -89.3% | -42.1% |
| YTD | -18.8% | +148.0% | -166.8% | -28.9% |
| 1Y | -19.5% | +106.1% | -125.7% | -28.0% |
| 3Y | +75.9% | +158.2% | -82.3% | +48.0% |
| 5Y | +173.1% | -10.8% | +183.9% | +156.6% |
| 10Y | +813.5% | +29.3% | +784.2% | +639.7% |
| All | +2,592.1% | +338.1% | +2,254.0% | +1,957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling