+70.9%
CCJ vs ESI
+84.3%
-13.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.2% |
| 7D | +3.7% | +1.8% | +1.9% | +2.8% |
| 30D | -13.7% | -6.6% | -7.1% | -11.2% |
| 3M | -24.7% | -9.4% | -15.4% | -21.8% |
| 6M | -38.1% | -24.1% | -14.0% | -31.5% |
| YTD | -18.8% | +37.1% | -55.9% | -30.6% |
| 1Y | -19.5% | +24.5% | -44.1% | -28.5% |
| All | +70.9% | +84.3% | -13.4% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling