+119.2%
CCJ vs BIYA
-99.8%
+219.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.0% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | -1.3% | -15.9% | +14.6% | -1.5% |
| 3M | +2.5% | -81.2% | +83.8% | +1.6% |
| 6M | -18.9% | -88.2% | +69.4% | -17.3% |
| YTD | +6.5% | -94.1% | +100.6% | +9.5% |
| 1Y | +22.8% | -98.7% | +121.5% | +30.3% |
| All | +119.2% | -99.8% | +219.0% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling