+156.3%
CCJ vs BURL
-15.9%
+172.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.7% | -4.0% |
| 7D | -18.2% | +3.5% | -21.6% | -18.8% |
| 30D | -26.5% | -9.3% | -17.3% | -25.0% |
| 3M | -27.5% | -32.1% | +4.6% | -21.3% |
| 6M | -40.3% | -19.8% | -20.5% | -38.0% |
| YTD | -25.3% | -13.2% | -12.1% | -24.0% |
| 1Y | -28.1% | -7.8% | -20.3% | -28.4% |
| 3Y | +63.8% | +89.3% | -25.5% | +36.2% |
| 5Y | +156.3% | -15.8% | +172.1% | +155.8% |
| All | +156.3% | -15.9% | +172.2% | +155.8% |
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