+753.7%
CCJ vs EL
+62.2%
+691.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -13.2% | +10.0% | -23.2% | -15.1% |
| 3M | -27.6% | +28.4% | -56.1% | -31.9% |
| 6M | -38.7% | +37.1% | -75.8% | -43.4% |
| YTD | -22.7% | +7.8% | -30.5% | -25.6% |
| 1Y | -17.6% | +26.0% | -43.6% | -23.8% |
| 3Y | +62.7% | +3.8% | +58.9% | +47.2% |
| 5Y | +159.7% | -65.2% | +224.9% | +226.7% |
| All | +753.7% | +62.2% | +691.5% | +570.4% |
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