-17.6%
CCJ vs EXEL
+60.1%
-77.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -13.2% | +13.1% | -26.3% | -14.6% |
| 3M | -27.6% | +36.3% | -64.0% | -30.8% |
| 6M | -38.7% | +34.5% | -73.2% | -41.1% |
| YTD | -22.7% | +57.4% | -80.1% | -28.5% |
| 1Y | -17.6% | +62.9% | -80.5% | -24.4% |
| All | -17.6% | +60.1% | -77.7% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling