-25.9%
CCJ vs ELV
+42.6%
-68.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.2% | -0.9% |
| 7D | -14.5% | +4.8% | -19.3% | -14.2% |
| 30D | -18.1% | +10.1% | -28.1% | -17.7% |
| 3M | -23.0% | +15.4% | -38.4% | -22.4% |
| 6M | -39.4% | +17.7% | -57.1% | -38.7% |
| YTD | -21.7% | +25.7% | -47.3% | -22.3% |
| 1Y | -25.9% | +39.9% | -65.8% | -26.9% |
| All | -25.9% | +42.6% | -68.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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