+825.2%
CCJ vs EXPD
+304.0%
+521.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.2% |
| 7D | -7.3% | -7.2% | -0.1% | -4.9% |
| 30D | -20.0% | -3.3% | -16.7% | -19.1% |
| 3M | -23.8% | +3.4% | -27.2% | -25.0% |
| 6M | -42.4% | +22.7% | -65.1% | -47.0% |
| YTD | -22.1% | +24.5% | -46.6% | -29.7% |
| 1Y | -20.8% | +38.6% | -59.5% | -31.7% |
| 3Y | +75.7% | +71.5% | +4.2% | +33.1% |
| 5Y | +167.4% | +56.2% | +111.2% | +107.0% |
| All | +825.2% | +304.0% | +521.2% | +413.2% |
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