+169.4%
CCJ vs EFV
+88.7%
+80.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.9% |
| 30D | +3.2% | 0.0% | +3.2% | +3.3% |
| 3M | -1.8% | +8.4% | -10.2% | -11.2% |
| 6M | -13.5% | +12.3% | -25.9% | -24.5% |
| YTD | +9.7% | +17.4% | -7.6% | -8.7% |
| 1Y | +30.0% | +27.1% | +2.9% | -0.9% |
| All | +169.4% | +88.7% | +80.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling