+295.8%
CCJ vs BROS
+35.1%
+260.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -4.0% | -5.8% | +1.7% | -3.2% |
| 30D | -2.4% | -14.0% | +11.6% | -0.3% |
| 3M | -2.3% | -32.5% | +30.2% | +2.8% |
| 6M | -16.2% | -14.9% | -1.3% | -15.0% |
| YTD | +5.7% | -28.3% | +34.0% | +9.5% |
| 1Y | +21.3% | -34.0% | +55.2% | +26.7% |
| 3Y | +159.4% | +63.0% | +96.4% | +132.5% |
| All | +295.8% | +35.1% | +260.7% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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