+120.8%
CCJ vs BTSG
+421.3%
-300.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.4% |
| 7D | +5.9% | +5.7% | +0.2% | +4.3% |
| 30D | +4.7% | +0.2% | +4.5% | +4.4% |
| 3M | -3.3% | +5.6% | -8.9% | -5.8% |
| 6M | -7.0% | +50.8% | -57.8% | -18.9% |
| YTD | +11.5% | +67.0% | -55.6% | -5.6% |
| 1Y | +32.3% | +145.5% | -113.3% | +0.8% |
| All | +120.8% | +421.3% | -300.5% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling