+125.9%
CCJ vs BIYA
-99.8%
+225.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +4.2% | +2.7% | +1.4% | +4.2% |
| 30D | +3.2% | -16.7% | +19.9% | +2.9% |
| 3M | -1.8% | -74.6% | +72.8% | -2.2% |
| 6M | -13.5% | -85.4% | +71.8% | -12.3% |
| YTD | +9.7% | -94.2% | +103.9% | +12.8% |
| 1Y | +30.0% | -98.6% | +128.6% | +37.6% |
| All | +125.9% | -99.8% | +225.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling