+4,779.0%
CCJ vs EXEL
+341.7%
+4,437.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | +5.0% | +1.6% | +3.4% | +4.9% |
| 30D | -16.7% | +17.4% | -34.0% | -18.3% |
| 3M | -27.5% | +38.6% | -66.1% | -30.3% |
| 6M | -38.6% | +41.2% | -79.8% | -41.2% |
| YTD | -21.5% | +59.3% | -80.9% | -26.1% |
| 1Y | -22.3% | +60.2% | -82.5% | -26.9% |
| 3Y | +69.9% | +232.6% | -162.7% | +44.0% |
| 5Y | +163.6% | +285.9% | -122.3% | +118.7% |
| 10Y | +782.3% | +325.9% | +456.4% | +592.9% |
| All | +4,779.0% | +341.7% | +4,437.3% | +2,947.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling