+1,065.3%
CCJ vs EFX
+41.8%
+1,023.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -3.2% | -11.1% | +8.0% | -0.3% |
| 30D | -1.3% | -7.4% | +6.1% | +0.4% |
| 3M | +2.5% | +1.5% | +1.0% | +0.9% |
| 6M | -18.9% | -13.7% | -5.2% | -16.9% |
| YTD | +6.5% | -21.9% | +28.3% | +11.2% |
| 1Y | +22.8% | -30.8% | +53.6% | +32.3% |
| 3Y | +164.5% | -12.4% | +176.9% | +154.8% |
| 5Y | +303.7% | -35.9% | +339.6% | +320.4% |
| All | +1,065.3% | +41.8% | +1,023.5% | +909.1% |
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