-25.9%
CCJ vs ED
+27.1%
-53.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | +0.6% |
| 7D | -14.5% | +5.4% | -19.9% | -11.6% |
| 30D | -18.1% | +16.4% | -34.4% | -10.1% |
| 3M | -23.0% | +11.9% | -34.9% | -17.6% |
| 6M | -39.4% | +11.6% | -50.9% | -34.5% |
| YTD | -21.7% | +24.1% | -45.8% | -8.5% |
| 1Y | -25.9% | +26.9% | -52.8% | -11.4% |
| All | -25.9% | +27.1% | -53.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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