-22.5%
CCJ vs ED
+25.7%
-48.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -2.8% |
| 7D | +0.4% | +2.1% | -1.7% | +1.9% |
| 30D | -17.2% | +12.4% | -29.7% | -10.7% |
| 3M | -25.1% | +13.1% | -38.2% | -19.0% |
| 6M | -37.6% | +14.1% | -51.7% | -31.6% |
| YTD | -20.4% | +23.1% | -43.4% | -5.8% |
| 1Y | -22.5% | +25.4% | -48.0% | -5.8% |
| All | -22.5% | +25.7% | -48.2% | -5.8% |
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 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