+1,515.8%
CCJ vs BRO
+9,064.0%
-7,548.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.0% | -7.3% | +3.3% | -1.9% |
| 30D | -2.4% | -6.9% | +4.5% | -0.4% |
| 3M | -2.3% | +10.7% | -13.0% | -6.3% |
| 6M | -16.2% | -2.7% | -13.5% | -16.9% |
| YTD | +5.7% | -16.3% | +22.0% | +9.0% |
| 1Y | +21.3% | -29.1% | +50.3% | +31.1% |
| 3Y | +159.4% | -7.8% | +167.2% | +152.6% |
| 5Y | +300.7% | +18.7% | +281.9% | +255.6% |
| 10Y | +1,055.2% | +291.9% | +763.3% | +587.2% |
| All | +1,515.8% | +9,064.0% | -7,548.2% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling