+1,056.5%
CCJ vs BG
+166.7%
+889.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.2% |
| 7D | -4.0% | +3.1% | -7.1% | -5.0% |
| 30D | -2.4% | +10.2% | -12.6% | -5.8% |
| 3M | -2.3% | -1.7% | -0.6% | -2.6% |
| 6M | -16.2% | +1.0% | -17.2% | -17.6% |
| YTD | +5.7% | +39.9% | -34.2% | -6.9% |
| 1Y | +21.3% | +53.2% | -32.0% | +2.6% |
| 3Y | +159.4% | +16.3% | +143.1% | +137.2% |
| 5Y | +300.7% | +83.9% | +216.8% | +203.8% |
| All | +1,056.5% | +166.7% | +889.8% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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