+53.2%
CCJ vs BTSG
+493.4%
-440.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -0.8% | +6.0% | -6.8% | -2.3% |
| 30D | -13.2% | +12.4% | -25.6% | -16.0% |
| 3M | -27.6% | +18.2% | -45.9% | -31.2% |
| 6M | -38.7% | +26.0% | -64.7% | -43.5% |
| YTD | -22.7% | +90.1% | -112.8% | -37.0% |
| 1Y | -17.6% | +124.3% | -141.9% | -35.8% |
| All | +53.2% | +493.4% | -440.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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