+753.7%
CCJ vs EFX
+80.5%
+673.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -13.2% | +25.1% | -38.3% | -18.5% |
| 3M | -27.6% | +1.7% | -29.3% | -28.5% |
| 6M | -38.7% | +18.4% | -57.1% | -42.4% |
| YTD | -22.7% | -12.5% | -10.2% | -22.0% |
| 1Y | -17.6% | -8.1% | -9.5% | -18.2% |
| 3Y | +62.7% | +4.8% | +57.9% | +48.1% |
| 5Y | +159.7% | -30.1% | +189.9% | +163.3% |
| All | +753.7% | +80.5% | +673.2% | +577.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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