-25.9%
CCJ vs BRO
-3.6%
-22.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | +0.7% |
| 7D | -14.5% | +12.4% | -26.9% | -9.9% |
| 30D | -18.1% | +21.6% | -39.6% | -10.6% |
| 3M | -23.0% | +4.3% | -27.3% | -21.1% |
| 6M | -39.4% | +29.2% | -68.6% | -31.4% |
| YTD | -21.7% | -6.4% | -15.3% | -21.3% |
| 1Y | -25.9% | -5.3% | -20.6% | -25.8% |
| All | -25.9% | -3.6% | -22.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling