+346.1%
CCJ vs ES
-5.6%
+351.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +6.9% | -2.0% | +8.8% | +7.2% |
| 3M | -11.6% | +1.7% | -13.3% | -12.1% |
| 6M | -16.2% | -3.5% | -12.7% | -16.0% |
| YTD | +10.1% | +7.9% | +2.2% | +8.3% |
| 1Y | +32.3% | +17.2% | +15.1% | +27.5% |
| 3Y | +171.3% | +29.3% | +142.0% | +152.2% |
| All | +346.1% | -5.6% | +351.8% | +358.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling