+258.3%
CCJ vs ET
+1,447.8%
-1,189.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +4.2% | +0.6% | +3.5% | +3.9% |
| 30D | +3.2% | +5.3% | -2.1% | +1.1% |
| 3M | -1.8% | +15.6% | -17.5% | -7.6% |
| 6M | -13.5% | +20.6% | -34.2% | -20.2% |
| YTD | +9.7% | +38.5% | -28.8% | -4.0% |
| 1Y | +30.0% | +35.7% | -5.7% | +14.5% |
| 3Y | +172.6% | +98.4% | +74.2% | +109.0% |
| 5Y | +342.9% | +245.3% | +97.7% | +178.7% |
| 10Y | +1,099.7% | +173.7% | +926.0% | +641.1% |
| All | +258.3% | +1,447.8% | -1,189.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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