-25.9%
CCJ vs BTDR
-69.9%
+44.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.1% |
| 7D | -14.5% | -17.6% | +3.0% | -10.6% |
| 30D | -18.1% | -40.3% | +22.2% | -7.9% |
| 3M | -23.0% | -42.6% | +19.6% | -13.9% |
| 6M | -39.4% | -46.3% | +6.9% | -32.6% |
| YTD | -21.7% | -41.7% | +20.1% | -15.9% |
| 1Y | -25.9% | -69.4% | +43.5% | -13.0% |
| All | -25.9% | -69.9% | +44.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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