+772.6%
CCJ vs BURL
+247.8%
+524.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.1% |
| 7D | +0.4% | +5.9% | -5.4% | -0.8% |
| 30D | -17.2% | -8.3% | -8.9% | -15.9% |
| 3M | -25.1% | -31.6% | +6.5% | -19.3% |
| 6M | -37.6% | -16.6% | -21.0% | -35.9% |
| YTD | -20.4% | -12.1% | -8.3% | -19.2% |
| 1Y | -22.5% | -10.0% | -12.5% | -22.2% |
| 3Y | +72.5% | +94.3% | -21.8% | +45.1% |
| 5Y | +179.9% | -13.2% | +193.1% | +166.4% |
| 10Y | +772.6% | +252.5% | +520.1% | +550.1% |
| All | +772.6% | +247.8% | +524.8% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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