+766.3%
CCJ vs ES
+96.6%
+669.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | +5.0% | -1.1% | +6.1% | +5.2% |
| 30D | -16.7% | +8.2% | -24.9% | -17.7% |
| 3M | -27.5% | +0.6% | -28.1% | -27.7% |
| 6M | -38.6% | +6.0% | -44.6% | -39.3% |
| YTD | -21.5% | +9.3% | -30.9% | -22.8% |
| 1Y | -22.3% | +1.1% | -23.4% | -22.9% |
| 3Y | +69.9% | +51.9% | +18.0% | +55.6% |
| 5Y | +163.6% | +6.5% | +157.1% | +158.8% |
| All | +766.3% | +96.6% | +669.7% | +717.8% |
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