+161.4%
CCJ vs BBY
+38.5%
+122.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -1.3% | +5.8% | -7.1% | -2.1% |
| 3M | +2.5% | +18.0% | -15.5% | +0.1% |
| 6M | -18.9% | +39.8% | -58.7% | -22.9% |
| YTD | +6.5% | +35.4% | -28.9% | +1.3% |
| 1Y | +22.8% | +21.4% | +1.4% | +19.1% |
| All | +161.4% | +38.5% | +122.9% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling