+1,091.6%
CCJ vs ES
+854.5%
+237.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.2% |
| 7D | -7.3% | +1.9% | -9.2% | -7.9% |
| 30D | -20.0% | +7.1% | -27.0% | -21.7% |
| 3M | -23.8% | -1.9% | -21.9% | -23.6% |
| 6M | -42.4% | +4.4% | -46.7% | -43.4% |
| YTD | -22.1% | +7.3% | -29.4% | -24.2% |
| 1Y | -20.8% | +2.1% | -23.0% | -22.3% |
| 3Y | +75.7% | +41.8% | +33.9% | +52.4% |
| 5Y | +167.4% | +1.4% | +166.0% | +156.1% |
| 10Y | +826.3% | +86.8% | +739.6% | +579.4% |
| All | +1,091.6% | +854.5% | +237.1% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling