+1,099.7%
CCJ vs BN
+257.9%
+841.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.5% |
| 7D | +4.2% | -3.0% | +7.2% | +5.9% |
| 30D | +3.2% | -13.0% | +16.2% | +11.1% |
| 3M | -1.8% | -15.2% | +13.4% | +7.2% |
| 6M | -13.5% | -5.9% | -7.6% | -10.7% |
| YTD | +9.7% | -15.8% | +25.5% | +19.4% |
| 1Y | +30.0% | -12.2% | +42.2% | +38.8% |
| 3Y | +172.6% | +72.2% | +100.4% | +102.9% |
| 5Y | +342.9% | +33.2% | +309.7% | +270.7% |
| 10Y | +1,099.7% | +264.7% | +835.1% | +524.3% |
| All | +1,099.7% | +257.9% | +841.8% | +524.3% |
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