-13.5%
CCJ vs ELAN
+1.9%
-15.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.0% |
| 7D | +4.2% | -4.6% | +8.8% | +5.7% |
| 30D | +3.2% | +5.7% | -2.5% | +1.5% |
| 3M | -1.8% | -3.9% | +2.1% | -1.5% |
| 6M | -13.5% | -1.6% | -11.9% | -15.1% |
| All | -13.5% | +1.9% | -15.5% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling