+813.5%
CCJ vs EL
+63.7%
+749.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +3.7% | +0.3% | +3.4% | +3.7% |
| 30D | -13.7% | +12.3% | -26.0% | -16.1% |
| 3M | -24.7% | +28.4% | -53.1% | -29.1% |
| 6M | -38.1% | +36.7% | -74.9% | -42.9% |
| YTD | -18.8% | +8.4% | -27.2% | -21.9% |
| 1Y | -19.5% | +25.4% | -44.9% | -25.4% |
| 3Y | +75.9% | +3.4% | +72.5% | +59.4% |
| 5Y | +173.1% | -64.8% | +237.9% | +242.4% |
| 10Y | +813.5% | +63.0% | +750.5% | +625.2% |
| All | +813.5% | +63.7% | +749.8% | +625.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling