+1,099.7%
CCJ vs EL
+28.8%
+1,070.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.9% |
| 7D | +4.2% | -2.4% | +6.5% | +4.7% |
| 30D | +3.2% | +13.7% | -10.5% | +0.1% |
| 3M | -1.8% | +14.5% | -16.3% | -4.9% |
| 6M | -13.5% | +7.4% | -20.9% | -15.9% |
| YTD | +9.7% | -4.7% | +14.4% | +8.8% |
| 1Y | +30.0% | +12.9% | +17.1% | +23.4% |
| 3Y | +172.6% | -32.2% | +204.8% | +177.2% |
| 5Y | +342.9% | -68.4% | +411.3% | +461.4% |
| 10Y | +1,099.7% | +28.3% | +1,071.5% | +1,017.4% |
| All | +1,099.7% | +28.8% | +1,070.9% | +1,017.4% |
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