+2,462.0%
CCJ vs BB
+314.8%
+2,147.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -13.2% | +8.1% | -21.3% | -14.1% |
| 3M | -27.6% | -1.0% | -26.6% | -27.8% |
| 6M | -38.7% | +45.9% | -84.6% | -42.3% |
| YTD | -22.7% | +134.8% | -157.5% | -31.9% |
| 1Y | -17.6% | +104.6% | -122.2% | -26.2% |
| 3Y | +62.7% | +152.8% | -90.2% | +37.3% |
| 5Y | +159.7% | -17.4% | +177.2% | +146.4% |
| 10Y | +769.3% | +22.4% | +746.9% | +609.1% |
| All | +2,462.0% | +314.8% | +2,147.3% | +1,871.9% |
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