+1,056.5%
CCJ vs BDX
+59.3%
+997.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.0% | -3.2% | -0.9% | -3.3% |
| 30D | -2.4% | -2.5% | +0.2% | -1.8% |
| 3M | -2.3% | +21.4% | -23.7% | -7.0% |
| 6M | -16.2% | +10.4% | -26.6% | -18.4% |
| YTD | +5.7% | +18.8% | -13.2% | +0.9% |
| 1Y | +21.3% | +21.7% | -0.4% | +14.8% |
| 3Y | +159.4% | -10.0% | +169.3% | +163.0% |
| 5Y | +300.7% | -1.8% | +302.5% | +292.4% |
| All | +1,056.5% | +59.3% | +997.2% | +968.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling