+1,099.6%
CCJ vs BN
+13,494.6%
-12,395.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +5.0% | -0.3% | +5.3% | +5.3% |
| 30D | -16.7% | +13.6% | -30.2% | -22.6% |
| 3M | -27.5% | -6.7% | -20.9% | -25.0% |
| 6M | -38.6% | -9.0% | -29.6% | -35.7% |
| YTD | -21.5% | -8.8% | -12.8% | -18.3% |
| 1Y | -22.3% | -10.6% | -11.7% | -18.1% |
| 3Y | +69.9% | +98.8% | -28.9% | +14.4% |
| 5Y | +163.6% | +33.6% | +130.0% | +116.3% |
| 10Y | +782.3% | +298.3% | +483.9% | +275.7% |
| All | +1,099.6% | +13,494.6% | -12,395.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling