+300.2%
CCJ vs EFX
-36.2%
+336.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.0% | -4.5% | +0.5% | -3.0% |
| 30D | -2.4% | -6.1% | +3.7% | -1.1% |
| 3M | -2.3% | +6.2% | -8.5% | -5.0% |
| 6M | -16.2% | -11.2% | -5.0% | -14.8% |
| YTD | +5.7% | -21.4% | +27.1% | +10.6% |
| 1Y | +21.3% | -34.3% | +55.6% | +34.4% |
| 3Y | +159.4% | -12.5% | +171.9% | +141.3% |
| All | +300.2% | -36.2% | +336.3% | +345.6% |
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 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