+813.5%
CCJ vs BN
+281.2%
+532.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +3.7% | -2.4% | +6.1% | +5.1% |
| 30D | -13.7% | +13.5% | -27.2% | -19.7% |
| 3M | -24.7% | -5.9% | -18.8% | -22.5% |
| 6M | -38.1% | -8.9% | -29.2% | -35.3% |
| YTD | -18.8% | -7.9% | -10.9% | -16.0% |
| 1Y | -19.5% | -8.3% | -11.2% | -16.4% |
| 3Y | +75.9% | +100.8% | -24.9% | +20.6% |
| 5Y | +173.1% | +38.2% | +134.9% | +122.2% |
| 10Y | +813.5% | +302.3% | +511.1% | +357.1% |
| All | +813.5% | +281.2% | +532.2% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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