+1,065.3%
CCJ vs EFV
+167.0%
+898.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -3.2% | -2.0% | -1.2% | -1.1% |
| 30D | -1.3% | -0.2% | -1.1% | -1.0% |
| 3M | +2.5% | +9.1% | -6.6% | -6.2% |
| 6M | -18.9% | +11.7% | -30.6% | -26.9% |
| YTD | +6.5% | +17.0% | -10.6% | -8.3% |
| 1Y | +22.8% | +26.7% | -3.9% | -2.3% |
| 3Y | +164.5% | +90.2% | +74.3% | +40.5% |
| 5Y | +303.7% | +96.1% | +207.6% | +110.7% |
| All | +1,065.3% | +167.0% | +898.3% | +384.9% |
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