-25.9%
CCJ vs EAT
+109.8%
-135.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.0% |
| 7D | -14.5% | -0.1% | -14.4% | -14.5% |
| 30D | -18.1% | +13.5% | -31.6% | -19.3% |
| 3M | -23.0% | +1.0% | -24.0% | -23.3% |
| 6M | -39.4% | +57.3% | -96.6% | -43.5% |
| YTD | -21.7% | +53.6% | -75.2% | -26.5% |
| 1Y | -25.9% | +110.8% | -136.7% | -35.0% |
| All | -25.9% | +109.8% | -135.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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