+328.4%
CCJ vs BURL
+987.9%
-659.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.7% | -4.1% |
| 7D | -18.2% | +3.5% | -21.6% | -18.7% |
| 30D | -26.5% | -9.3% | -17.3% | -25.3% |
| 3M | -27.5% | -32.1% | +4.6% | -22.3% |
| 6M | -40.3% | -19.8% | -20.5% | -38.3% |
| YTD | -25.3% | -13.2% | -12.1% | -24.1% |
| 1Y | -28.1% | -7.8% | -20.3% | -28.2% |
| 3Y | +63.8% | +89.3% | -25.5% | +41.0% |
| 5Y | +156.3% | -15.8% | +172.1% | +145.9% |
| 10Y | +787.8% | +262.2% | +525.6% | +565.3% |
| All | +328.4% | +987.9% | -659.6% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling