+22.8%
CCJ vs EFX
-32.9%
+55.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -3.2% | -11.1% | +8.0% | -4.7% |
| 30D | -1.3% | -7.4% | +6.1% | -2.3% |
| 3M | +2.5% | +1.5% | +1.0% | +3.0% |
| 6M | -18.9% | -13.7% | -5.2% | -20.6% |
| YTD | +6.5% | -21.9% | +28.3% | +4.3% |
| 1Y | +22.8% | -30.8% | +53.6% | +16.6% |
| All | +22.8% | -32.9% | +55.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling