+22.2%
CCJ vs EFV
+26.3%
-4.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.5% |
| 7D | -3.2% | -2.0% | -1.2% | +0.3% |
| 30D | -1.3% | -0.2% | -1.1% | -0.8% |
| 3M | +2.5% | +9.1% | -6.6% | -11.4% |
| 6M | -18.9% | +11.7% | -30.6% | -31.6% |
| YTD | +6.5% | +17.0% | -10.6% | -17.4% |
| All | +22.2% | +26.3% | -4.1% | -12.2% |
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