+1,117.9%
CCJ vs EL
+1,674.8%
-557.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +0.4% | +7.6% | -7.2% | -1.6% |
| 30D | -17.2% | +15.7% | -32.9% | -20.6% |
| 3M | -25.1% | +30.5% | -55.7% | -30.6% |
| 6M | -37.6% | +32.5% | -70.1% | -42.8% |
| YTD | -20.4% | +9.4% | -29.8% | -24.3% |
| 1Y | -22.5% | +28.4% | -50.9% | -29.7% |
| 3Y | +72.5% | +4.4% | +68.0% | +54.8% |
| 5Y | +179.9% | -64.5% | +244.4% | +238.6% |
| 10Y | +772.6% | +64.9% | +707.7% | +539.9% |
| All | +1,117.9% | +1,674.8% | -557.0% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling