+167.8%
CCJ vs BEN
+32.3%
+135.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.8% |
| 7D | +0.4% | +12.1% | -11.7% | -4.5% |
| 30D | -17.2% | +13.4% | -30.7% | -21.7% |
| 3M | -25.1% | +9.4% | -34.5% | -28.0% |
| 6M | -37.6% | +19.3% | -56.8% | -42.2% |
| YTD | -20.4% | +57.3% | -77.6% | -34.8% |
| 1Y | -22.5% | +69.1% | -91.6% | -38.4% |
| 3Y | +72.5% | +85.6% | -13.2% | +23.8% |
| All | +167.8% | +32.3% | +135.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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