+1,118.4%
CCJ vs EAT
+385.7%
+732.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.8% |
| 7D | +5.9% | -4.9% | +10.8% | +6.9% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | -3.3% | +52.2% | -55.5% | -10.9% |
| 6M | -7.0% | +65.0% | -72.1% | -16.2% |
| YTD | +11.5% | +55.0% | -43.6% | +1.5% |
| 1Y | +32.3% | +42.1% | -9.8% | +21.7% |
| 3Y | +176.8% | +614.7% | -437.9% | +87.1% |
| 5Y | +351.8% | +322.7% | +29.0% | +221.4% |
| All | +1,118.4% | +385.7% | +732.6% | +664.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling