+753.7%
CCJ vs EFV
+163.3%
+590.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.9% |
| 7D | -0.8% | +2.5% | -3.3% | -3.3% |
| 30D | -13.2% | +2.9% | -16.1% | -15.8% |
| 3M | -27.6% | -1.4% | -26.2% | -26.4% |
| 6M | -38.7% | +5.5% | -44.2% | -41.7% |
| YTD | -22.7% | +16.1% | -38.8% | -32.8% |
| 1Y | -17.6% | +20.3% | -37.8% | -30.9% |
| 3Y | +62.7% | +90.4% | -27.7% | -13.9% |
| 5Y | +159.7% | +93.5% | +66.2% | +36.7% |
| All | +753.7% | +163.3% | +590.3% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling