+169.4%
CCJ vs EFX
-12.7%
+182.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.3% |
| 7D | +4.2% | -9.4% | +13.6% | +5.1% |
| 30D | +3.2% | -6.9% | +10.1% | +3.8% |
| 3M | -1.8% | +0.1% | -1.9% | -2.4% |
| 6M | -13.5% | -17.3% | +3.8% | -11.9% |
| YTD | +9.7% | -21.8% | +31.6% | +12.8% |
| 1Y | +30.0% | -32.5% | +62.5% | +37.5% |
| All | +169.4% | -12.7% | +182.1% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling