+30.0%
CCJ vs ELF
-27.0%
+57.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -0.9% |
| 7D | +4.2% | -6.8% | +11.0% | +5.3% |
| 30D | +3.2% | +5.1% | -1.9% | +2.3% |
| 3M | -1.8% | +79.8% | -81.6% | -10.7% |
| 6M | -13.5% | +29.7% | -43.3% | -17.4% |
| YTD | +9.7% | +31.6% | -21.9% | +2.5% |
| 1Y | +30.0% | -27.9% | +57.9% | +41.3% |
| All | +30.0% | -27.0% | +57.0% | +41.3% |
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