+483.9%
CCJ vs BTDR
+26.7%
+457.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.0% |
| 7D | +5.9% | +22.4% | -16.5% | +3.9% |
| 30D | +4.7% | +16.5% | -11.7% | +2.8% |
| 3M | -3.3% | -31.5% | +28.2% | -1.0% |
| 6M | -7.0% | +74.0% | -81.1% | -12.1% |
| YTD | +11.5% | +13.0% | -1.6% | +8.4% |
| 1Y | +32.3% | -0.2% | +32.5% | +28.1% |
| 3Y | +176.8% | +9.9% | +166.9% | +155.7% |
| 5Y | +351.8% | +28.1% | +323.7% | +286.7% |
| All | +483.9% | +26.7% | +457.2% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling