+1,115.8%
CCJ vs ELF
+357.0%
+758.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +0.7% | +5.4% | -4.6% | 0.0% |
| 30D | +6.9% | +27.0% | -20.1% | +3.4% |
| 3M | -11.6% | +113.2% | -124.8% | -20.6% |
| 6M | -16.2% | +36.6% | -52.8% | -20.5% |
| YTD | +10.1% | +44.2% | -34.1% | +3.1% |
| 1Y | +32.3% | -18.0% | +50.3% | +32.4% |
| 3Y | +171.3% | -19.9% | +191.2% | +158.4% |
| 5Y | +372.4% | +257.7% | +114.7% | +246.4% |
| All | +1,115.8% | +357.0% | +758.8% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling