+1,159.6%
CCJ vs ED
+1,460.2%
-300.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -14.4% | +11.6% | -26.0% | -16.8% |
| 3M | -22.6% | +10.5% | -33.2% | -24.7% |
| 6M | -35.4% | +13.2% | -48.7% | -37.8% |
| YTD | -17.6% | +22.1% | -39.8% | -22.3% |
| 1Y | -18.1% | +24.2% | -42.3% | -23.3% |
| 3Y | +79.6% | +46.9% | +32.7% | +56.7% |
| 5Y | +175.3% | +80.8% | +94.5% | +124.7% |
| 10Y | +844.8% | +134.3% | +710.6% | +566.1% |
| All | +1,159.6% | +1,460.2% | -300.6% | +404.3% |
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