-25.9%
CCJ vs EOSE
-85.5%
+59.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.6% | -13.8% | -3.7% |
| 7D | -14.5% | +9.7% | -24.2% | -16.3% |
| 30D | -18.1% | -34.6% | +16.5% | -11.8% |
| 3M | -23.0% | -50.8% | +27.8% | -13.3% |
| 6M | -39.4% | -66.5% | +27.1% | -28.0% |
| YTD | -21.7% | -81.3% | +59.7% | +2.0% |
| 1Y | -25.9% | -84.8% | +58.9% | -0.3% |
| All | -25.9% | -85.5% | +59.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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