+351.8%
CCJ vs EIX
+28.1%
+323.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +0.3% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | +4.7% | -13.5% | +18.2% | +6.9% |
| 3M | -3.3% | -15.3% | +12.0% | -1.0% |
| 6M | -7.0% | -15.3% | +8.3% | -5.0% |
| YTD | +11.5% | +2.7% | +8.7% | +8.0% |
| 1Y | +32.3% | +17.4% | +14.8% | +22.9% |
| 3Y | +176.8% | -1.3% | +178.2% | +164.7% |
| 5Y | +351.8% | +27.2% | +324.6% | +318.8% |
| All | +351.8% | +28.1% | +323.7% | +318.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling