+1,142.1%
CCJ vs ED
+1,470.8%
-328.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | -13.7% | +11.2% | -24.9% | -16.1% |
| 3M | -24.7% | +11.8% | -36.5% | -26.9% |
| 6M | -38.1% | +14.1% | -52.2% | -40.5% |
| YTD | -18.8% | +23.0% | -41.7% | -23.5% |
| 1Y | -19.5% | +23.7% | -43.2% | -24.5% |
| 3Y | +75.9% | +47.7% | +28.2% | +53.3% |
| 5Y | +173.1% | +82.6% | +90.5% | +122.4% |
| 10Y | +813.5% | +141.8% | +671.7% | +537.2% |
| All | +1,142.1% | +1,470.8% | -328.7% | +396.5% |
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