+173.1%
CCJ vs EAT
+657.6%
-484.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +6.9% | +1.9% | +5.0% | +6.3% |
| 3M | -11.6% | +68.7% | -80.3% | -20.8% |
| 6M | -16.2% | +66.9% | -83.1% | -25.1% |
| YTD | +10.1% | +60.4% | -50.3% | -1.0% |
| 1Y | +32.3% | +44.0% | -11.7% | +21.5% |
| All | +173.1% | +657.6% | -484.4% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling