+163.9%
CCJ vs EFX
-30.1%
+194.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.0% |
| 3M | -27.6% | +1.7% | -29.3% | -28.4% |
| 6M | -38.7% | +18.4% | -57.1% | -42.2% |
| YTD | -22.7% | -12.5% | -10.2% | -21.5% |
| 1Y | -17.6% | -8.1% | -9.5% | -17.8% |
| 3Y | +62.7% | +4.8% | +57.9% | +42.1% |
| All | +163.9% | -30.1% | +194.1% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling