-25.9%
CCJ vs EL
+25.6%
-51.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.2% |
| 7D | -14.5% | +2.5% | -17.0% | -14.9% |
| 30D | -18.1% | +20.1% | -38.1% | -20.6% |
| 3M | -23.0% | +29.3% | -52.3% | -26.1% |
| 6M | -39.4% | +38.8% | -78.1% | -42.4% |
| YTD | -21.7% | +8.1% | -29.8% | -25.4% |
| 1Y | -25.9% | +22.3% | -48.3% | -33.3% |
| All | -25.9% | +25.6% | -51.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling