+813.5%
CCJ vs ESI
+323.9%
+489.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.4% |
| 7D | +3.7% | +1.8% | +1.9% | +2.9% |
| 30D | -13.7% | -6.6% | -7.1% | -11.3% |
| 3M | -24.7% | -9.4% | -15.4% | -21.9% |
| 6M | -38.1% | -24.1% | -14.0% | -31.6% |
| YTD | -18.8% | +37.1% | -55.9% | -29.8% |
| 1Y | -19.5% | +24.5% | -44.1% | -27.8% |
| 3Y | +75.9% | +83.2% | -7.3% | +32.1% |
| 5Y | +173.1% | +44.0% | +129.2% | +121.1% |
| 10Y | +813.5% | +332.8% | +480.6% | +367.1% |
| All | +813.5% | +323.9% | +489.6% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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