+2,891.4%
CCJ vs BNS
+1,476.3%
+1,415.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +2.0% |
| 7D | +5.9% | +1.8% | +4.1% | +4.5% |
| 30D | +4.7% | +4.5% | +0.2% | +1.3% |
| 3M | -3.3% | +15.8% | -19.1% | -13.5% |
| 6M | -7.0% | +31.5% | -38.5% | -24.0% |
| YTD | +11.5% | +28.6% | -17.2% | -7.2% |
| 1Y | +32.3% | +48.2% | -15.9% | -0.6% |
| 3Y | +176.8% | +130.8% | +46.0% | +49.6% |
| 5Y | +351.8% | +94.9% | +256.9% | +174.3% |
| 10Y | +1,080.5% | +179.6% | +900.9% | +424.0% |
| All | +2,891.4% | +1,476.3% | +1,415.2% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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