+1,583.6%
CCJ vs ED
+1,313.9%
+269.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +6.9% | -0.1% | +7.0% | +6.8% |
| 3M | -11.6% | +3.9% | -15.6% | -12.8% |
| 6M | -16.2% | -3.0% | -13.2% | -16.0% |
| YTD | +10.1% | +10.7% | -0.6% | +6.6% |
| 1Y | +32.3% | +13.3% | +18.9% | +26.7% |
| 3Y | +171.3% | +34.5% | +136.8% | +142.2% |
| 5Y | +372.4% | +67.1% | +305.2% | +292.8% |
| 10Y | +1,070.0% | +103.0% | +967.0% | +760.4% |
| All | +1,583.6% | +1,313.9% | +269.7% | +591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling