+109.4%
CCJ vs BTSG
+389.4%
-280.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.2% |
| 7D | -4.0% | -3.3% | -0.7% | -3.2% |
| 30D | -2.4% | -1.6% | -0.8% | -2.1% |
| 3M | -2.3% | -6.9% | +4.6% | -1.5% |
| 6M | -16.2% | +42.1% | -58.3% | -25.7% |
| YTD | +5.7% | +56.8% | -51.1% | -9.0% |
| 1Y | +21.3% | +109.8% | -88.6% | -3.6% |
| All | +109.4% | +389.4% | -280.1% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling