+72.5%
CCJ vs EL
+3.4%
+69.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.3% |
| 7D | +0.4% | +7.6% | -7.2% | -0.5% |
| 30D | -17.2% | +15.7% | -32.9% | -18.8% |
| 3M | -25.1% | +30.5% | -55.7% | -27.6% |
| 6M | -37.6% | +32.5% | -70.1% | -39.9% |
| YTD | -20.4% | +9.4% | -29.8% | -22.2% |
| 1Y | -22.5% | +28.4% | -50.9% | -25.7% |
| 3Y | +72.5% | +4.4% | +68.0% | +52.8% |
| All | +72.5% | +3.4% | +69.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling