+1,583.6%
CCJ vs ES
+859.7%
+723.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +6.9% | -2.0% | +8.8% | +7.4% |
| 3M | -11.6% | +1.7% | -13.3% | -12.3% |
| 6M | -16.2% | -3.5% | -12.7% | -15.6% |
| YTD | +10.1% | +7.9% | +2.2% | +7.2% |
| 1Y | +32.3% | +17.2% | +15.1% | +25.0% |
| 3Y | +171.3% | +29.3% | +142.0% | +142.4% |
| 5Y | +372.4% | -5.7% | +378.1% | +363.3% |
| 10Y | +1,070.0% | +85.2% | +984.8% | +762.7% |
| All | +1,583.6% | +859.7% | +723.9% | +658.5% |
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 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