+176.8%
CCJ vs BN
+79.0%
+97.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.7% |
| 7D | +5.9% | -1.2% | +7.1% | +6.6% |
| 30D | +4.7% | -10.9% | +15.6% | +11.8% |
| 3M | -3.3% | -11.1% | +7.8% | +3.4% |
| 6M | -7.0% | -4.4% | -2.7% | -4.7% |
| YTD | +11.5% | -14.1% | +25.6% | +20.3% |
| 1Y | +32.3% | -11.1% | +43.3% | +40.5% |
| 3Y | +176.8% | +75.6% | +101.3% | +134.8% |
| All | +176.8% | +79.0% | +97.8% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling