-25.9%
CCJ vs EFV
+25.8%
-51.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -6.5% |
| 7D | -14.5% | +2.9% | -17.4% | -18.7% |
| 30D | -18.1% | +3.6% | -21.6% | -22.8% |
| 3M | -23.0% | -0.1% | -22.9% | -22.6% |
| 6M | -39.4% | +9.6% | -49.0% | -47.5% |
| YTD | -21.7% | +17.0% | -38.6% | -39.4% |
| 1Y | -25.9% | +25.7% | -51.6% | -47.3% |
| All | -25.9% | +25.8% | -51.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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