+225.1%
CCJ vs BR
+1,286.0%
-1,060.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.4% |
| 7D | +5.9% | -5.9% | +11.9% | +9.0% |
| 30D | +4.7% | +1.9% | +2.8% | +3.5% |
| 3M | -3.3% | +14.7% | -17.9% | -10.5% |
| 6M | -7.0% | -12.8% | +5.7% | -2.6% |
| YTD | +11.5% | -23.0% | +34.5% | +22.8% |
| 1Y | +32.3% | -31.7% | +64.0% | +54.6% |
| 3Y | +176.8% | -4.8% | +181.6% | +167.1% |
| 5Y | +351.8% | +7.8% | +344.0% | +302.4% |
| 10Y | +1,080.5% | +184.1% | +896.4% | +479.1% |
| All | +225.1% | +1,286.0% | -1,060.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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