+753.7%
CCJ vs ED
+147.1%
+606.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.5% |
| 7D | -0.8% | +2.1% | -2.9% | -0.8% |
| 30D | -13.2% | +10.4% | -23.6% | -13.3% |
| 3M | -27.6% | +12.5% | -40.2% | -27.8% |
| 6M | -38.7% | +14.9% | -53.6% | -38.9% |
| YTD | -22.7% | +24.8% | -47.5% | -23.3% |
| 1Y | -17.6% | +23.8% | -41.4% | -18.2% |
| 3Y | +62.7% | +51.6% | +11.0% | +56.2% |
| 5Y | +159.7% | +86.4% | +73.3% | +145.2% |
| All | +753.7% | +147.1% | +606.6% | +681.8% |
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