+21.3%
CCJ vs BTDR
-13.8%
+35.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.5% |
| 7D | -4.0% | -3.4% | -0.6% | -3.4% |
| 30D | -2.4% | +32.6% | -35.0% | -7.8% |
| 3M | -2.3% | -32.2% | +29.9% | +2.9% |
| 6M | -16.2% | +52.4% | -68.6% | -23.0% |
| YTD | +5.7% | +6.7% | -1.0% | +1.3% |
| 1Y | +21.3% | -15.2% | +36.5% | +29.4% |
| All | +21.3% | -13.8% | +35.0% | +29.4% |
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