+772.6%
CCJ vs ES
+87.3%
+685.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +0.4% | +0.9% | -0.4% | +0.2% |
| 30D | -17.2% | +5.9% | -23.2% | -18.0% |
| 3M | -25.1% | -1.0% | -24.1% | -25.1% |
| 6M | -37.6% | +7.2% | -44.8% | -38.4% |
| YTD | -20.4% | +7.0% | -27.3% | -21.4% |
| 1Y | -22.5% | +0.5% | -23.0% | -23.1% |
| 3Y | +72.5% | +48.7% | +23.8% | +58.4% |
| 5Y | +179.9% | +1.9% | +177.9% | +176.3% |
| 10Y | +772.6% | +89.2% | +683.4% | +718.5% |
| All | +772.6% | +87.3% | +685.3% | +718.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling