+1,583.6%
CCJ vs EAT
+4,666.8%
-3,083.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 6M | -16.2% | +66.9% | -83.1% | -25.2% |
| YTD | +10.1% | +60.4% | -50.3% | -1.1% |
| 1Y | +32.3% | +44.0% | -11.7% | +20.6% |
| 3Y | +171.3% | +604.7% | -433.4% | +77.0% |
| 5Y | +372.4% | +347.0% | +25.4% | +223.6% |
| 10Y | +1,070.0% | +390.8% | +679.3% | +580.1% |
| All | +1,583.6% | +4,666.8% | -3,083.2% | +467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling