+1,065.3%
CCJ vs EXEL
+386.3%
+679.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.7% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | -1.3% | +11.9% | -13.2% | -3.3% |
| 3M | +2.5% | +9.2% | -6.7% | +0.8% |
| 6M | -18.9% | +39.1% | -58.0% | -23.9% |
| YTD | +6.5% | +31.0% | -24.5% | +0.7% |
| 1Y | +22.8% | +52.3% | -29.5% | +12.7% |
| 3Y | +164.5% | +159.7% | +4.7% | +111.8% |
| 5Y | +303.7% | +187.7% | +116.0% | +212.7% |
| All | +1,065.3% | +386.3% | +679.0% | +773.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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