+1,082.1%
CCJ vs EAT
+4,006.5%
-2,924.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -0.8% | -4.0% | +3.2% | 0.0% |
| 30D | -13.2% | -2.9% | -10.3% | -12.9% |
| 3M | -27.6% | -16.9% | -10.8% | -25.4% |
| 6M | -38.7% | +57.0% | -95.7% | -44.6% |
| YTD | -22.7% | +38.2% | -60.9% | -28.9% |
| 1Y | -17.6% | +69.3% | -86.9% | -27.3% |
| 3Y | +62.7% | +483.0% | -420.3% | +9.9% |
| 5Y | +159.7% | +364.1% | -204.4% | +76.7% |
| 10Y | +769.3% | +320.8% | +448.5% | +419.0% |
| All | +1,082.1% | +4,006.5% | -2,924.4% | +308.5% |
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