+1,099.7%
CCJ vs ED
+105.2%
+994.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +4.2% | -0.2% | +4.3% | +4.2% |
| 30D | +3.2% | +1.9% | +1.2% | +3.1% |
| 3M | -1.8% | +1.9% | -3.7% | -1.9% |
| 6M | -13.5% | -2.3% | -11.3% | -13.5% |
| YTD | +9.7% | +10.9% | -1.1% | +9.1% |
| 1Y | +30.0% | +14.5% | +15.5% | +28.8% |
| 3Y | +172.6% | +33.4% | +139.2% | +162.5% |
| 5Y | +342.9% | +67.3% | +275.7% | +318.0% |
| 10Y | +1,099.7% | +110.7% | +989.1% | +976.8% |
| All | +1,099.7% | +105.2% | +994.5% | +976.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling