+1,061.3%
CCJ vs EXPD
+314.6%
+746.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | -1.1% | +1.9% | +1.2% |
| 30D | +6.9% | +4.1% | +2.8% | +5.3% |
| 3M | -11.6% | +17.9% | -29.6% | -17.1% |
| 6M | -16.2% | +29.2% | -45.4% | -24.6% |
| YTD | +10.1% | +27.4% | -17.2% | -1.2% |
| 1Y | +32.3% | +56.8% | -24.6% | +8.0% |
| 3Y | +171.3% | +68.0% | +103.3% | +108.6% |
| 5Y | +372.4% | +61.9% | +310.5% | +261.7% |
| All | +1,061.3% | +314.6% | +746.7% | +534.5% |
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