-25.9%
CCJ vs ELAN
+13.9%
-39.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.0% |
| 7D | -14.5% | +11.7% | -26.2% | -17.0% |
| 30D | -18.1% | +12.4% | -30.5% | -20.7% |
| 3M | -23.0% | -1.1% | -21.9% | -23.0% |
| 6M | -39.4% | +12.4% | -51.8% | -41.9% |
| YTD | -21.7% | +11.8% | -33.5% | -23.6% |
| 1Y | -25.9% | +12.5% | -38.4% | -27.3% |
| All | -25.9% | +13.9% | -39.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling