+159.4%
CCJ vs BRO
-7.6%
+167.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -4.0% | -7.3% | +3.3% | -5.2% |
| 30D | -2.4% | -6.9% | +4.5% | -3.4% |
| 3M | -2.3% | +10.7% | -13.0% | -1.2% |
| 6M | -16.2% | -2.7% | -13.5% | -15.5% |
| YTD | +5.7% | -16.3% | +22.0% | +6.3% |
| 1Y | +21.3% | -29.1% | +50.3% | +24.1% |
| 3Y | +159.4% | -7.8% | +167.2% | +124.1% |
| All | +159.4% | -7.6% | +167.0% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling