+1,111.8%
CCJ vs ELF
+317.0%
+794.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.0% |
| 7D | +4.2% | -6.8% | +11.0% | +5.1% |
| 30D | +3.2% | +5.1% | -1.9% | +2.4% |
| 3M | -1.8% | +79.8% | -81.6% | -9.7% |
| 6M | -13.5% | +29.7% | -43.3% | -17.3% |
| YTD | +9.7% | +31.6% | -21.9% | +4.0% |
| 1Y | +30.0% | -27.9% | +57.9% | +32.3% |
| 3Y | +172.6% | -26.4% | +199.0% | +162.5% |
| 5Y | +342.9% | +235.6% | +107.3% | +227.6% |
| All | +1,111.8% | +317.0% | +794.8% | +728.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling