+6,747.4%
CCJ vs EXEL
+273.2%
+6,474.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +8.4% | -7.6% | -0.2% |
| 30D | +6.9% | +4.1% | +2.8% | +6.3% |
| 3M | -11.6% | +12.4% | -24.1% | -12.9% |
| 6M | -16.2% | +41.5% | -57.8% | -19.8% |
| YTD | +10.1% | +34.6% | -24.5% | +5.9% |
| 1Y | +32.3% | +57.9% | -25.6% | +24.5% |
| 3Y | +171.3% | +159.5% | +11.8% | +136.7% |
| 5Y | +372.4% | +198.5% | +173.9% | +303.2% |
| 10Y | +1,070.0% | +411.4% | +658.7% | +798.4% |
| All | +6,747.4% | +273.2% | +6,474.2% | +4,267.3% |
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