+179.9%
CCJ vs EXEL
+283.4%
-103.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +0.4% | -2.4% | +2.8% | +0.9% |
| 30D | -17.2% | +17.9% | -35.2% | -19.9% |
| 3M | -25.1% | +33.3% | -58.4% | -29.2% |
| 6M | -37.6% | +46.6% | -84.1% | -42.2% |
| YTD | -20.4% | +61.0% | -81.4% | -28.0% |
| 1Y | -22.5% | +70.4% | -93.0% | -30.7% |
| 3Y | +72.5% | +236.1% | -163.6% | +20.0% |
| 5Y | +179.9% | +284.8% | -105.0% | +79.9% |
| All | +179.9% | +283.4% | -103.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling