-21.1%
CCJ vs ESI
+19.1%
-40.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +0.4% | -6.6% | +7.0% | +3.6% |
| 30D | -17.2% | -9.8% | -7.4% | -13.2% |
| 3M | -25.1% | -11.9% | -13.2% | -20.9% |
| 6M | -37.6% | -25.1% | -12.5% | -30.3% |
| YTD | -20.4% | +31.9% | -52.2% | -35.4% |
| All | -21.1% | +19.1% | -40.2% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling