+813.5%
CCJ vs EXPD
+337.7%
+475.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.0% |
| 7D | +3.7% | -1.6% | +5.3% | +4.3% |
| 30D | -13.7% | +0.6% | -14.3% | -13.9% |
| 3M | -24.7% | +9.8% | -34.5% | -27.4% |
| 6M | -38.1% | +25.8% | -63.9% | -43.5% |
| YTD | -18.8% | +31.3% | -50.0% | -28.1% |
| 1Y | -19.5% | +40.9% | -60.5% | -30.8% |
| 3Y | +75.9% | +74.7% | +1.2% | +32.9% |
| 5Y | +173.1% | +62.9% | +110.2% | +108.3% |
| 10Y | +813.5% | +334.3% | +479.1% | +391.1% |
| All | +813.5% | +337.7% | +475.8% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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