-25.9%
CCJ vs BBY
+33.0%
-58.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.6% |
| 7D | -14.5% | +4.5% | -19.0% | -14.6% |
| 30D | -18.1% | +16.0% | -34.0% | -18.5% |
| 3M | -23.0% | +18.6% | -41.6% | -23.4% |
| 6M | -39.4% | +80.1% | -119.4% | -40.7% |
| YTD | -21.7% | +57.4% | -79.1% | -24.5% |
| 1Y | -25.9% | +34.5% | -60.4% | -22.7% |
| All | -25.9% | +33.0% | -58.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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