+157.0%
CCJ vs BURL
-17.2%
+174.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -7.3% | +4.1% | -11.4% | -8.2% |
| 30D | -20.0% | -9.5% | -10.5% | -18.3% |
| 3M | -23.8% | -33.5% | +9.7% | -16.9% |
| 6M | -42.4% | -22.1% | -20.3% | -39.8% |
| YTD | -22.1% | -14.6% | -7.5% | -20.4% |
| 1Y | -20.8% | -8.4% | -12.5% | -21.0% |
| 3Y | +75.7% | +86.6% | -10.8% | +46.4% |
| All | +157.0% | -17.2% | +174.1% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling