-25.9%
CCJ vs ELF
-3.2%
-22.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -14.5% | -1.5% | -13.0% | -14.3% |
| 30D | -18.1% | +9.5% | -27.6% | -19.0% |
| 3M | -23.0% | +29.4% | -52.4% | -25.3% |
| 6M | -39.4% | +83.7% | -123.1% | -43.6% |
| YTD | -21.7% | +49.4% | -71.1% | -26.7% |
| 1Y | -25.9% | -3.9% | -22.0% | -26.1% |
| All | -25.9% | -3.2% | -22.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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