+772.6%
CCJ vs ED
+136.7%
+635.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | +0.4% | +2.1% | -1.7% | +0.4% |
| 30D | -17.2% | +12.4% | -29.7% | -17.4% |
| 3M | -25.1% | +13.1% | -38.2% | -25.3% |
| 6M | -37.6% | +14.1% | -51.7% | -37.8% |
| YTD | -20.4% | +23.1% | -43.4% | -20.9% |
| 1Y | -22.5% | +25.4% | -48.0% | -23.2% |
| 3Y | +72.5% | +47.9% | +24.6% | +65.9% |
| 5Y | +179.9% | +81.9% | +98.0% | +164.4% |
| 10Y | +772.6% | +141.3% | +631.3% | +694.5% |
| All | +772.6% | +136.7% | +635.9% | +694.5% |
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