+1,583.6%
CCJ vs BN
+13,036.3%
-11,452.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.7% | -2.5% | +3.2% | +2.1% |
| 30D | +6.9% | -9.5% | +16.4% | +12.8% |
| 3M | -11.6% | -10.4% | -1.3% | -6.2% |
| 6M | -16.2% | -6.4% | -9.9% | -13.2% |
| YTD | +10.1% | -11.9% | +22.0% | +17.3% |
| 1Y | +32.3% | -8.6% | +40.9% | +38.5% |
| 3Y | +171.3% | +77.6% | +93.7% | +93.7% |
| 5Y | +372.4% | +37.0% | +335.4% | +283.2% |
| 10Y | +1,070.0% | +266.4% | +803.6% | +421.9% |
| All | +1,583.6% | +13,036.3% | -11,452.7% | +99.1% |
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 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