-22.5%
CCJ vs BURL
-10.6%
-11.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.2% |
| 7D | +0.4% | +5.9% | -5.4% | -0.1% |
| 30D | -17.2% | -8.3% | -8.9% | -16.4% |
| 3M | -25.1% | -31.6% | +6.5% | -23.1% |
| 6M | -37.6% | -16.6% | -21.0% | -37.4% |
| YTD | -20.4% | -12.1% | -8.3% | -18.6% |
| 1Y | -22.5% | -10.0% | -12.5% | -20.5% |
| All | -22.5% | -10.6% | -11.9% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling