+32.0%
CCJ vs ED
+16.2%
+15.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.9% |
| 7D | +5.9% | +0.5% | +5.4% | +6.3% |
| 30D | +4.7% | +1.1% | +3.6% | +5.7% |
| 3M | -3.3% | +4.6% | -7.9% | +0.6% |
| 6M | -7.0% | -2.0% | -5.1% | -7.3% |
| YTD | +11.5% | +11.7% | -0.2% | +25.5% |
| All | +32.0% | +16.2% | +15.8% | +47.0% |
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