+176.8%
CCJ vs ED
+35.1%
+141.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.6% |
| 7D | +5.9% | +0.5% | +5.4% | +6.2% |
| 30D | +4.7% | +1.1% | +3.6% | +5.3% |
| 3M | -3.3% | +4.6% | -7.9% | -1.1% |
| 6M | -7.0% | -2.0% | -5.1% | -7.1% |
| YTD | +11.5% | +11.7% | -0.2% | +17.2% |
| 1Y | +32.3% | +15.7% | +16.5% | +41.1% |
| 3Y | +176.8% | +34.4% | +142.5% | +191.4% |
| All | +176.8% | +35.1% | +141.7% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling