+316.1%
CCJ vs ELV
+13.8%
+302.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | +4.2% | -2.2% | +6.4% | +4.4% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | -1.8% | -6.1% | +4.3% | -1.3% |
| 6M | -13.5% | +42.8% | -56.4% | -17.6% |
| YTD | +9.7% | +14.4% | -4.6% | +7.0% |
| 1Y | +30.0% | +28.6% | +1.4% | +24.1% |
| 3Y | +172.6% | -7.4% | +180.0% | +171.1% |
| All | +316.1% | +13.8% | +302.3% | +323.0% |
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