+1,056.5%
CCJ vs BRO
+294.2%
+762.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.0% | -7.3% | +3.3% | -2.1% |
| 30D | -2.4% | -6.9% | +4.5% | -0.7% |
| 3M | -2.3% | +10.7% | -13.0% | -6.3% |
| 6M | -16.2% | -2.7% | -13.5% | -16.7% |
| YTD | +5.7% | -16.3% | +22.0% | +9.7% |
| 1Y | +21.3% | -29.1% | +50.3% | +33.0% |
| 3Y | +159.4% | -7.8% | +167.2% | +146.1% |
| 5Y | +300.7% | +18.7% | +281.9% | +234.1% |
| All | +1,056.5% | +294.2% | +762.2% | +537.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling