+163.9%
CCJ vs ELV
+5.9%
+158.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -13.2% | +0.4% | -13.6% | -13.3% |
| 3M | -27.6% | +8.4% | -36.0% | -28.4% |
| 6M | -38.7% | +8.4% | -47.1% | -39.5% |
| YTD | -22.7% | +24.4% | -47.1% | -25.5% |
| 1Y | -17.6% | +33.5% | -51.1% | -21.6% |
| 3Y | +62.7% | -2.1% | +64.8% | +61.8% |
| All | +163.9% | +5.9% | +158.0% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling