+176.8%
CCJ vs ELF
-23.6%
+200.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.8% |
| 7D | +5.9% | -1.2% | +7.1% | +6.0% |
| 30D | +4.7% | +5.9% | -1.2% | +3.9% |
| 3M | -3.3% | +99.5% | -102.8% | -11.0% |
| 6M | -7.0% | +26.5% | -33.6% | -10.3% |
| YTD | +11.5% | +37.2% | -25.7% | +5.9% |
| 1Y | +32.3% | -24.4% | +56.7% | +33.5% |
| 3Y | +176.8% | -23.3% | +200.2% | +187.2% |
| All | +176.8% | -23.6% | +200.4% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling