+300.2%
CCJ vs BDX
-2.2%
+302.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.0% | -3.2% | -0.9% | -3.5% |
| 30D | -2.4% | -2.5% | +0.2% | -1.9% |
| 3M | -2.3% | +21.4% | -23.7% | -6.2% |
| 6M | -16.2% | +10.4% | -26.6% | -17.9% |
| YTD | +5.7% | +18.8% | -13.2% | +2.0% |
| 1Y | +21.3% | +21.7% | -0.4% | +16.2% |
| 3Y | +159.4% | -10.0% | +169.3% | +170.9% |
| All | +300.2% | -2.2% | +302.4% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling