+117.5%
CCJ vs BIYA
-99.8%
+217.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -4.0% | -1.8% | -2.3% | -4.1% |
| 30D | -2.4% | -17.5% | +15.1% | -2.6% |
| 3M | -2.3% | -78.0% | +75.7% | -3.0% |
| 6M | -16.2% | -89.5% | +73.3% | -14.5% |
| YTD | +5.7% | -94.3% | +99.9% | +8.6% |
| 1Y | +21.3% | -98.6% | +119.8% | +28.3% |
| All | +117.5% | -99.8% | +217.3% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling