+1,578.1%
CCJ vs BDX
+1,695.4%
-117.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +4.2% | -4.1% | +8.3% | +5.2% |
| 30D | +3.2% | +0.1% | +3.1% | +3.2% |
| 3M | -1.8% | +18.3% | -20.1% | -6.1% |
| 6M | -13.5% | +10.1% | -23.7% | -16.0% |
| YTD | +9.7% | +19.4% | -9.7% | +4.4% |
| 1Y | +30.0% | +22.3% | +7.7% | +22.5% |
| 3Y | +172.6% | -9.4% | +182.0% | +172.3% |
| 5Y | +342.9% | -2.0% | +344.9% | +332.2% |
| 10Y | +1,099.7% | +59.6% | +1,040.2% | +912.1% |
| All | +1,578.1% | +1,695.4% | -117.2% | +858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling