+1,046.6%
CCJ vs BURL
+215.5%
+831.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.3% |
| 30D | +6.9% | -28.2% | +35.0% | +14.2% |
| 3M | -11.6% | -17.6% | +5.9% | -8.4% |
| 6M | -16.2% | -11.8% | -4.4% | -14.8% |
| YTD | +10.1% | -8.1% | +18.3% | +11.0% |
| 1Y | +32.3% | -12.0% | +44.2% | +33.7% |
| 3Y | +171.3% | +63.3% | +108.0% | +136.9% |
| 5Y | +372.4% | -10.8% | +383.2% | +347.1% |
| All | +1,046.6% | +215.5% | +831.2% | +773.9% |
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