+173.1%
CCJ vs BN
+33.2%
+140.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | +3.7% | -2.4% | +6.1% | +5.3% |
| 30D | -13.7% | +13.5% | -27.2% | -20.6% |
| 3M | -24.7% | -5.9% | -18.8% | -22.2% |
| 6M | -38.1% | -8.9% | -29.2% | -34.9% |
| YTD | -18.8% | -7.9% | -10.9% | -15.7% |
| 1Y | -19.5% | -8.3% | -11.2% | -16.2% |
| 3Y | +75.9% | +100.8% | -24.9% | +12.0% |
| 5Y | +173.1% | +38.2% | +134.9% | +122.4% |
| All | +173.1% | +33.2% | +140.0% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling