+987.5%
CCJ vs EOSE
-57.1%
+1,044.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | 0.0% |
| 7D | +5.9% | +41.4% | -35.5% | +1.5% |
| 30D | +4.7% | +3.6% | +1.1% | +3.8% |
| 3M | -3.3% | -35.7% | +32.4% | +0.4% |
| 6M | -7.0% | -29.9% | +22.8% | -5.6% |
| YTD | +11.5% | -62.5% | +73.9% | +19.1% |
| 1Y | +32.3% | -37.4% | +69.7% | +32.2% |
| 3Y | +176.8% | +55.8% | +121.0% | +133.2% |
| 5Y | +351.8% | -67.8% | +419.6% | +293.2% |
| All | +987.5% | -57.1% | +1,044.7% | +862.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling