-22.3%
CCJ vs EAT
+84.8%
-107.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -3.2% |
| 7D | +5.0% | -7.1% | +12.1% | +5.9% |
| 30D | -16.7% | -2.3% | -14.3% | -16.5% |
| 3M | -27.5% | -19.6% | -7.9% | -25.9% |
| 6M | -38.6% | +46.0% | -84.6% | -42.3% |
| YTD | -21.5% | +37.7% | -59.2% | -24.9% |
| 1Y | -22.3% | +73.8% | -96.1% | -27.4% |
| All | -22.3% | +84.8% | -107.1% | -27.4% |
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