+351.8%
CCJ vs EL
-67.4%
+419.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.6% |
| 30D | +4.7% | +15.5% | -10.8% | +1.6% |
| 3M | -3.3% | +20.6% | -23.8% | -7.0% |
| 6M | -7.0% | +10.5% | -17.5% | -9.7% |
| YTD | +11.5% | -1.9% | +13.3% | +10.0% |
| 1Y | +32.3% | +16.1% | +16.2% | +25.5% |
| 3Y | +176.8% | -30.2% | +207.1% | +181.1% |
| 5Y | +351.8% | -67.4% | +419.2% | +538.4% |
| All | +351.8% | -67.4% | +419.2% | +538.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling