+766.3%
CCJ vs EAT
+319.3%
+447.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -3.1% |
| 7D | +5.0% | -7.1% | +12.1% | +6.4% |
| 30D | -16.7% | -2.3% | -14.3% | -16.5% |
| 3M | -27.5% | -19.6% | -7.9% | -24.9% |
| 6M | -38.6% | +46.0% | -84.6% | -43.4% |
| YTD | -21.5% | +37.7% | -59.2% | -27.4% |
| 1Y | -22.3% | +73.8% | -96.1% | -31.3% |
| 3Y | +69.9% | +482.1% | -412.2% | +18.8% |
| 5Y | +163.6% | +362.5% | -198.9% | +85.0% |
| All | +766.3% | +319.3% | +447.1% | +530.8% |
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