+163.6%
CCJ vs ELF
+264.1%
-100.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.7% | -2.8% |
| 7D | +5.0% | +3.4% | +1.7% | +4.6% |
| 30D | -16.7% | +5.0% | -21.6% | -17.2% |
| 3M | -27.5% | +22.6% | -50.1% | -29.7% |
| 6M | -38.6% | +104.0% | -142.6% | -44.9% |
| YTD | -21.5% | +49.3% | -70.8% | -27.3% |
| 1Y | -22.3% | +46.0% | -68.3% | -27.8% |
| 3Y | +69.9% | +19.4% | +50.5% | +48.8% |
| 5Y | +163.6% | +262.0% | -98.4% | +43.1% |
| All | +163.6% | +264.1% | -100.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling