+62.7%
CCJ vs EIX
+10.6%
+52.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -13.2% | +8.5% | -21.7% | -13.9% |
| 3M | -27.6% | -13.5% | -14.2% | -26.9% |
| 6M | -38.7% | -12.4% | -26.4% | -38.3% |
| YTD | -22.7% | +5.9% | -28.6% | -23.9% |
| 1Y | -17.6% | +7.6% | -25.2% | -19.0% |
| 3Y | +62.7% | +12.8% | +49.9% | +54.4% |
| All | +62.7% | +10.6% | +52.1% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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